Bounding the Estimation Error Covariance for Nonlinear Systems

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Cheah, Sze Kwan, Hu, Yingjie
Natura: Preprint
Pubblicazione: 2024
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866909344757448704
author Cheah, Sze Kwan
Hu, Yingjie
author_facet Cheah, Sze Kwan
Hu, Yingjie
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2410_08298
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Bounding the Estimation Error Covariance for Nonlinear Systems
Cheah, Sze Kwan
Hu, Yingjie
Optimization and Control
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.
title Bounding the Estimation Error Covariance for Nonlinear Systems
topic Optimization and Control
url https://arxiv.org/abs/2410.08298