제어로봇시스템학회:학술대회논문집

제어로봇시스템학회 (Institute of Control, Robotics and Systems)
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A continuous-time modified gain extended Kalman filter

  • 발행 : 1986.10.01
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초록

A continuous-time modified gain extended Kalman filter (MGEKF) is developed in an effort to extend the discrete-time results of 1) and 2). Used as an observer, it is globally exponentially convergent. For stochastic system, the stability of the MGEKF is proven under certain conditions. The performance of the MGEKF is compared with that of the EKF for a particular nonlinear system where the fininate dimensional optimal filter exists.

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