Title

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

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

Published as part of the proceedings of the, 2016 American Control Conference (ACC), 2016: 107-112. DOI.