A Contraction Theory-Based Analysis of the Stability of the Deterministic Extended Kalman Filter

Bonnabel S.; Slotine J.

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A Contraction Theory-Based Analysis of the Stability of the Deterministic Extended Kalman Filter

机译：基于收缩理论的确定性扩展卡尔曼滤波器稳定性分析

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The contraction properties of the extended Kalman filter, viewed as a deterministic observer for nonlinear systems, are analyzed. The approach relies on the study of an auxiliary “virtual” dynamical system. Some conditions under which exponential convergence of the state error can be guaranteed are derived. Moreover, contraction provides a simple formalism to study some robustness properties of the filter, especially with respect to measurement errors, as illustrated by a simplified inertial navigation example. This technical note sheds another light on the theoretical properties of this popular observer.

机译：作为非线性系统的确定性观察者，对扩展卡尔曼滤波器的收缩特性进行了分析。该方法依赖于辅助“虚拟”动力学系统的研究。得出了可以保证状态误差指数收敛的一些条件。此外，收缩提供了一种简单的形式主义来研究滤波器的某些鲁棒性，尤其是针对测量误差，如简化的惯性导航示例所示。本技术说明进一步阐明了该流行观察者的理论特性。

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《Automatic Control, IEEE Transactions on》 |2015年第2期|565-569|共5页
作者
Bonnabel S.; Slotine J.;
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正文语种 eng
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关键词
Convergence; Kalman filters; Measurement uncertainty; Observers; Robustness; Trajectory; Contraction theory; extended Kalman filter; nonlinear asymptotic observer; virtual system;

机译：收敛性;卡尔曼滤波;测量不确定性;观测器;稳健性;轨迹;收缩理论;扩展卡尔曼滤波;非线性渐近观测器;虚拟系统;

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1. Convergence analysis of the extended Kalman filter used as anobserver for nonlinear deterministic discrete-time systems [J] . Boutayeb M., Rafaralahy H., Darouach M. IEEE Transactions on Automatic Control . 1997,第4期

机译：扩展卡尔曼滤波器作为非线性确定性离散时间系统的观测器的收敛性分析
2. Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems [J] . Boutayeb M., Rafaralahy H. IEEE Transactions on Automatic Control . 1997,第4期

机译：扩展卡尔曼滤波器用作非线性确定性离散时间系统的观测器的收敛性分析
3. Stability analysis of Extended, Cubature and Unscented Kalman Filters for estimating stiff continuous-discrete stochastic systems [J] . Kulikov Gennady Yu., Kulikova Maria V. Automatica . 2018,第期

机译：延长，立方和智能组织卡尔曼滤波器稳定性分析，用于估算刚性连续离散随机系统
4. The Stability Analysis of the Adaptive Fading Extended Kalman Filter [C] . Kim Kwang Hoon, Lee Jang Gyu, Park Chan Gook, IEEE International Symposium on Intelligent Control . 2007

机译：自适应褪色扩展卡尔曼滤波器的稳定性分析
5. Stability and Control Derivatives Identification for an Unmanned Aerial Vehicle with Low Cost Sensors Using an Extended Kalman Filter Algorithm [D] . Benyamen, Hady. 2019

机译：基于扩展卡尔曼滤波算法的低成本传感器无人机的稳定性和控制导数辨识
6. Stability Analysis of Multi-Sensor Kalman Filtering over Lossy Networks [O] . Shouwan Gao, Pengpeng Chen, Dan Huang, 2016

机译：有损网络上多传感器卡尔曼滤波的稳定性分析
7. A contraction theory-based analysis of the stability of the deterministic extended kalman filter [O] . Jean-jacques Slotine 2016

机译：基于收缩理论的确定性扩展卡尔曼滤波器稳定性分析

A Contraction Theory-Based Analysis of the Stability of the Deterministic Extended Kalman Filter

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