Nonlinear Filters and Operators and the Constant-Gain Extended Kalman Filter
Nonlinear Filters and Operators and the Constant-Gain Extended Kalman Filter
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非线性滤波器和算子以及恒定增益扩展卡尔曼滤波器
DOI：
10.1093/imamci/1.4.359
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发表时间：
1984
影响因子：
1.5
通讯作者：
D. Goodall
中科院分区：
文献类型：
--
作者：
M. Grimble;K. Jukes;D. Goodall
用函数空间方法研究了非线性系统的随机最优控制与估计问题。确定了非线性估计量不发散的条件，并建立了非线性系统的稳定性。这篇论文扩展了Safanov和Athens的贡献，并在讨论他们的工作时提供了替代或更详细的证明。所得结果具有实际应用价值，并通过实例进行了验证。
Stochastic optimal control and estimation in nonlinear systems is considered using a function-space approach. A condition under which nonlinear estimators are nondivergent is determined and the stability of nonlinear systems which employ such estimators is established. The paper extends the contribution by Safanov and Athens and also offers alternative or more detailed proofs where their work is discussed. The results are valuable practically and applications are demonstrated in examples.