| 引用本文: | 宋志勇.非线性随机离散系统推广卡尔曼滤波方法收敛性分析[J].控制理论与应用,2000,17(2):264~266.[点击复制] |
| SONG Zhi-yong.Convergence Analysis of the Extended Kalman Filter for Nonlinear Random Discrete Time Systems[J].Control Theory and Technology,2000,17(2):264~266.[点击复制] |
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| 非线性随机离散系统推广卡尔曼滤波方法收敛性分析 |
| Convergence Analysis of the Extended Kalman Filter for Nonlinear Random Discrete Time Systems |
| 摘要点击 1785 全文点击 1152 投稿时间：1998-05-25 修订日期：1999-06-16 |
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| DOI编号 10.7641/j.issn.1000-8152.2000.2.024 |
| 2000,17(2):264-266 |
| 中文关键词 收敛性分析 随机非线性离散系统 推广卡尔曼滤波 |
| 英文关键词 convergence analysis random nonlinear discrete time systems extended Kalman filter |
| 基金项目 |
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| 中文摘要 |
| 讨论了非线性随机离散系统的推广卡尔曼滤波算法的收敛性. 基于BoutayebM的一阶线性化技巧, 得到了确保局部渐近收敛的充分条件. |
| 英文摘要 |
| In this paper, convergence analysis of the extended Kalman filter (EKF), when used as an observer for nonlinear random discrete time systems, is presented. Based on M. Boutayeb's formulation of the first order linearizaton technique, sufficient conditions to ensure local asymptotic convergence are established. |