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Stability Of The Adaptive Fading Extended Kalman Filter With The Matrix Forgetting Factor, Cenker Bi̇çer, Esi̇n Köksal Babacan, Levent Özbek

Turkish Journal of Electrical Engineering and Computer Sciences

The extended Kalman filter is extensively used in nonlinear state estimation problems. As long as the system characteristics are correctly known, the extended Kalman filter gives the best performance. However, when the system information is partially known or incorrect, the extended Kalman filter may diverge or give biased estimates. An extensive number of works has been published to improve the performance of the extended Kalman filter. Many researchers have proposed the introduction of a forgetting factor, both into the Kalman filter and the extended Kalman filter, to improve the performance. However, there are 2 fundamental problems with this approach: the …