作者: Dan Liu , Zidong Wang , Yurong Liu , Fuad E. Alsaadi
DOI: 10.1016/J.INFFUS.2020.02.006
关键词: Extended Kalman filter 、 Upper and lower bounds 、 Covariance 、 Independent and identically distributed random variables 、 Filter design 、 Probability distribution 、 Control theory 、 Computer science 、 Kalman filter 、 Filter (signal processing)
摘要: … This paper studies the extended Kalman filtering problem for a class of nonlinear discrete-time systems … Under the proposed extended Kalman filter, an upper bound for the filtering error …