Stochastic stability of the discrete-time extended Kalman filter

作者: K. Reif , S. Gunther , E. Yaz , R. Unbehauen

DOI: 10.1109/9.754809

关键词:

摘要: … of the extended Kalman filter remains bounded, if certain conditions are satisfied. This is an important result, since the stability and convergence of the extended Kalman filter has been …

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