Signal Processing Commons^™

Novel Convergence Results In Nonlinear Filtering, Jennifer Lynn Bonniwell

Dissertations (1934 -)

In this dissertation, the discrete-time extended Kalman filter is analyzed for its ability to attenuate finite-energy disturbances, known as the H-infinity property. Though the extended Kalman filter is designed to be a locally optimal minimum variance estimator, this dissertation proves that it has additional properties, such as H-infinity. This analysis is performed with the extended Kalman filter in direct form. Since this form reduces assumptions placed on the system in previous works on convergence and H-2 properties of the extended Kalman filter, the extended Kalman filter used as a nonlinear observer for noise-free models is revisited using the direct form …