A Contraction Theory-Based Analysis of the Stability of the Deterministic Extended Kalman Filter

A Contraction Theory-Based Analysis of the Stability of the Deterministic Extended Kalman Filter

The contraction properties of the extended Kalman filter, viewed as a deterministic observer for nonlinear systems, are analyzed. The approach relies on the study of an auxiliary "virtual" dynamical system. Some conditions under which exponential convergence of the state error can be guara...

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Bibliographic Details
Main Authors: Bonnabel, Silvere (Author), Slotine, Jean-Jacques E. (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Mechanical Engineering (Contributor), Massachusetts Institute of Technology. Nonlinear Systems Laboratory (Contributor)
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers (IEEE), 2015-07-13T14:42:08Z.
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