• DocumentCode
    833644
  • Title

    Remarks on "Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems"

  • Author

    Westerlund, T. ; Tysso, A.

  • Author_Institution
    Abo Akademi, Abo, Finland
  • Volume
    25
  • Issue
    5
  • fYear
    1980
  • fDate
    10/1/1980 12:00:00 AM
  • Firstpage
    1011
  • Lastpage
    1012
  • Abstract
    Some remarks are made on a paper dealing with convergence analysis of the extended Kalman filter as a parameter estimator for linear systems. In particular, some interesting differences in the convergence properties of a predictive and a filtering procedure are illustrated.
  • Keywords
    Kalman filtering; Linear systems, stochastic discrete-time; Parameter estimation; Chemical engineering; Chemical technology; Convergence; Covariance matrix; Cybernetics; Differential equations; Filtering; Kalman filters; Linear systems; Parameter estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102451
  • Filename
    1102451
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=833644