%0 Journal Article
%T Convergence Analysis of the Extended Kalman Filter for Nonlinear Random Discrete Time Systems<br>非线性随机离散系统推广卡尔曼滤波方法收敛性分析
%A SONG Zhi-yong
%A <br>宋志勇
%J 控制理论与应用
%D 2000
%I 
%X In this paper, convergence analysis of the extended Kalman filter (EKF), when used as an observer for nonlinear random discrete time systems, is presented. Based on M. Boutayeb's formulation of the first order linearizaton technique, sufficient conditions to ensure local asymptotic convergence are established.
%K convergence analysis
%K random nonlinear discrete
%K time systems
%K extended Kalman filter<br>收敛性分析
%K 卡尔曼滤波
%K 非线性随机离散系统
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=BE2EB56DFD24669F&yid=9806D0D4EAA9BED3&vid=BCA2697F357F2001&iid=0B39A22176CE99FB&sid=7ABC4505E3960D2B&eid=4FE459D71E3BF8EB&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=3&reference_num=3