Stochastic Stability of the Extended Kalman Filter With Intermittent Observations

2010 ◽  
Vol 55 (2) ◽  
pp. 514-518 ◽  
Author(s):  
S. Kluge ◽  
K. Reif ◽  
M. Brokate
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Stochastic Stability

Stochastic stability of the discrete-time extended Kalman filter

1999 ◽  
Vol 44 (4) ◽  
pp. 714-728 ◽  
Author(s):  
K. Reif ◽  
S. Gunther ◽  
E. Yaz ◽  
R. Unbehauen
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Discrete Time ◽  
Stochastic Stability

Stochastic stability of the continuous-time extended Kalman filter

2000 ◽  
Vol 147 (1) ◽  
pp. 45-52 ◽  
Author(s):  
K. Reif ◽  
R. Unbehauen ◽  
E. Yaz ◽  
S. Günther
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Stochastic Stability ◽  
Continuous Time

Stochastic Stability Condition for the Extended Kalman Filter With Intermittent Observations

2017 ◽  
Vol 64 (3) ◽  
pp. 334-338 ◽  
Author(s):  
Xiangdong Liu ◽  
Luyu Li ◽  
Zhen Li ◽  
Tyrone Fernando ◽  
Herbert H. C. Iu
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Stability Condition ◽  
Stochastic Stability
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