The extended Kalman filter as an exponential observer for nonlinear systems

被引：204
|
作者：
Reif, K [1 ]
Unbehauen, R
机构：
[1] BMW AG, Munich, Germany
[2] Univ Erlangen Nurnberg, Lehrstuhl Allgemeine & Theoret Elektrotech, D-8520 Erlangen, Germany
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1999年 / 47卷 / 08期
关键词：
asymptotic stability; Kalman filtering; nonlinear systems; observers;
D O I：
10.1109/78.774779
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this correspondence, we analyze the behavior of the extended Kalman filter as a state estimator for nonlinear deterministic systems. Using the direct method of Lyapunov, we prove that under certain conditions, the extended Kalman filter is an exponential observer, i.e., the dynamics of the estimation error is exponentially stable, Furthermore, rr-e discuss a generalization of the Kalman filter with exponential data weighting to nonlinear systems.
引用
收藏
页码：2324 / 2328
页数：5
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