H∞-Property of the Discrete-Time Extended Kalman Filter with Uncertain Measurements

Authors

Jennifer L. Bonniwell, Marquette UniversityFollow
Susan C. Schneider, Marquette UniversityFollow
Edwin E. Yaz, Marquette UniversityFollow

Document Type

Conference Proceeding

Language

eng

Format of Original

6 p.

Publication Date

7-6-2016

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Source Publication

2016 American Control Conference (ACC)

Source ISSN

2378-5861

Abstract

This work analyzes the finite-time H_∞-property of the discrete-time extended Kalman filter in the presence of uncertain measurements and stochastic ℓ₂ 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 H₂-property of the extended Kalman filter.

Comments

Accepted version. Published as part of the proceedings of the, 2016 American Control Conference (ACC), 2016: 107-112. DOI. © Institute of Electrical and Electronics Engineers (IEEE). Used with permission.

Recommended Citation

Bonniwell, Jennifer L.; Schneider, Susan C.; and Yaz, Edwin E., "H∞-Property of the Discrete-Time Extended Kalman Filter with Uncertain Measurements" (2016). Electrical and Computer Engineering Faculty Research and Publications. 265.
https://epublications.marquette.edu/electric_fac/265