The Local Convergence of the Extended Kalman Filter
组织者
演讲者
时间
2024年05月15日 14:30 至 15:00
地点
理科楼A-304
摘要
We demonstrate that the extended Kalman filter converges locally for a broad class of nonlinear systems. If the initial estimation error of the filter is not too large then the error goes to zero exponentially as time goes to infinity. To demonstrate this, we require that the system be C^2 and uniformly observable with bounded second partial derivatives.