Arthur J. Krener
Published 2002-12-18Version 1
We demonstrate that the extended Kalman filter converges locally for a broad class of nonlinear systems. If the initial estimation error of the filter is not too large then the error goes to zero exponentially as time goes to infinity. To demonstrate this, we require that the system be $C^2$ and uniformly observable with bounded second partial derivatives.
Journal: in Directions in Mathematical Systems Theory and Optimization, A. Rantzer and C. I. Byrnes, eds, Springer Verlag, Berlin, pp.173-182, 2002
Evaluation of the Rate of Convergence in the PIA
On the Convergence of the SINDy Algorithm
On Quasi-Newton Forward--Backward Splitting: Proximal Calculus and Convergence
![QR code for arXiv:math/0212255 [math.OC]](http://oss.arxitics.com/images/favicon.svg)