Bounding the Estimation Error Covariance for Nonlinear Systems

Autor:	Cheah, Sze Kwan, Hu, Yingjie
Rok vydání:	2024
Předmět:	Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	This paper presents preliminary work on computing upper bounds on the estimation error covariance in the framework of the extended Kalman filter. The approach taken is using quadratic constraints to bound the dynamic nonlinearities and use of semidefinite programs to find the upper bound of each entry of the estimation error covariance matrix.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2410.08298 Zobrazit plný text záznamu View this record from Arxiv