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

In (Moore and Anderson, 1980), the exponential stability of the filter is directly proved, whereas the stability of the predictor is indirectly considered through the stability of

The purpose of the present paper is to study the stability of the Kalman filter in a particular case not yet covered in the literature: the absence of process noise in the

It is shown in this paper that the uniform complete observability alone is sufficient to ensure the asymptotic stability of the Kalman filter applied to time varying output

It is shown in this paper that the uniform complete observability is sufficient to ensure the stability of the Kalman filter applied to time varying output error systems, regardless

Our techniques combine χ-square concentration inequalities and Laplace estimates with spectral and random matrices theory, and the non asymptotic stability theory of quadratic

Section 1.1 presents the nonlinear filtering problem discussed in the article, the Extended Kalman-Bucy filter, the associated nonlinear McKean Vlasov diffusion and its mean

From this general framework, which will be called Kalman Temporal Differences (KTD), and using an approximation scheme called the unscented transform, a family of algorithms is

L’indication de remplacement valvulaire au cours d’une chirurgie de pontages coronaires ne se discute pas lorsqu’il existe une sténose aortique serrée ou lorsque le