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CONDITIONS FOR STABILITY OF THE EXTENDED KALMAN FILTER AND THEIR APPLICATION TO THE FREQUENCY TRACKING PROBLEM
被引：8
作者：
LASCALA, BF
BITMEAD, RR
JAMES, MR
机构：
关键词：
EXTENDED KALMAN FILTER;
STABILITY;
DISCRETE-TIME NONLINEAR SYSTEMS;
FREQUENCY TRACKING;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The error dynamics of the extended Kalman filter (EKF), employed as an observer for a general nonlinear, stochastic discrete time system, are analyzed. Sufficient conditions for the boundedness of the errors of the EKF are determined. An expression for the bound on the errors is given in terms of the size of the nonlinearities of the system and the error covariance matrices used in the design of the EKF. The results are applied to the design of a stable EKF frequency tracker for a signal with time-varying frequency.
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页码：1 / 26
页数：26
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