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 moreMetadata
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.
Published in: 2016 American Control Conference (ACC)
Date of Conference: 06-08 July 2016
Date Added to IEEE Xplore: 01 August 2016
ISBN Information:
Electronic ISSN: 2378-5861