On the design of a guaranteed Extended Kalman filter using set inversion techniques

  • Radoslav Paulen
  • Published 2015 in
    2015 54th IEEE Conference on Decision and Control…


This paper studies the problem of a design of an Extended Kalman filter (EKF) for a nonlinear dynamic system under bounded measurement noise. The goal is to design a guaranteed EKF-to provide validated values of tuning parameters of the EKF-that gives a specified estimation performance which is defined via the mean and the variance of the estimation error… (More)
DOI: 10.1109/CDC.2015.7403003


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