Bounding the Estimation Error Covariance for Nonlinear Systems
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866909344757448704 |
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| 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 |