High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements

Abstract : This paper investigates an adaptation of the high-gain Kalman filter for nonlinear continuous-discrete system with multirate sampled outputs under an observability normal form. The contribution of this article is twofold. First, we prove the global exponential convergence of this observer through the existence of bounds for the Riccati matrix. Second, we show that, under certain conditions on the sampling procedure, the ob-server's asynchronous continuous-discrete Riccati equation is stable and also, that its solution is bounded from above and below. An example, inspired by mobile robotics, with three outputs available is given for illustration purposes.
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https://hal-univ-tln.archives-ouvertes.fr/hal-01785473
Contributor : Nicolas Boizot <>
Submitted on : Sunday, October 21, 2018 - 12:19:37 PM
Last modification on : Wednesday, October 23, 2019 - 4:04:10 PM
Long-term archiving on: Tuesday, January 22, 2019 - 1:14:20 PM

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Aïda Feddaoui, Nicolas Boizot, Eric Busvelle, Vincent Hugel. High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements. International Journal of Control, Taylor & Francis, 2018, ⟨10.1080/00207179.2018.1539525⟩. ⟨hal-01785473v3⟩

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