Loading [MathJax]/extensions/TeX/mhchem.js
H∞-property of the discrete-time extended Kalman filter with uncertain measurements | IEEE Conference Publication | IEEE Xplore

H∞-property of the discrete-time extended Kalman filter with uncertain measurements

Publisher: IEEE

Abstract:

This work analyzes the finite-time H ∞ -property of the discrete-time extended Kalman filter in the presence of uncertain measurements and stochastic ℓ 2 type disturbanc...View more

Abstract:

This work analyzes the finite-time H -property of the discrete-time extended Kalman filter in the presence of uncertain measurements and stochastic ℓ 2 type disturbances. The stochastic analysis provides a bound on the ratio of estimation error energy to disturbance energy. A special case of this result is also shown to be the finite-time H 2 -property of the extended Kalman filter.
Date of Conference: 06-08 July 2016
Date Added to IEEE Xplore: 01 August 2016
ISBN Information:
Electronic ISSN: 2378-5861
Publisher: IEEE
Conference Location: Boston, MA, USA

References

References is not available for this document.