Title :
The consistent extended Kalman filter
Author :
Jiang Yanguang ; Xue Wenchao ; Huang Yi ; Fang Haitao
Author_Institution :
Key Lab. of Syst. & Control, Acad. of Math. & Syst. Sci., Beijing, China
Abstract :
This paper studies the consistency of the extended Kalman filter(EKF) for a general class of nonlinear systems. Based on the EKF algorithm, we propose the CEKF as well as the tuning law for its parameters. The consistency of CEKF is proved. Finally, the feasibility and consistency are illustrated by the numerical simulation for an example system.
Keywords :
Kalman filters; nonlinear filters; nonlinear systems; numerical analysis; CEKF; consistent extended Kalman filter; nonlinear systems; numerical simulation; tuning law; Conferences; Control systems; Kalman filters; Laboratories; Mathematics; Simultaneous localization and mapping; Consistency; Extended Kalman Filter(EKF); Nonlinear system; The Boundary of the Filter Error;
Conference_Titel :
Control Conference (CCC), 2014 33rd Chinese
Conference_Location :
Nanjing
DOI :
10.1109/ChiCC.2014.6896126
