Limit behaviors of extended Kalman filter as a parameter estimator for a sinusoidal signal
Li XIE
摘要：In this note,the basic limit behaviors of the solution to Riccati equation in the extended Kalman filter as a parameter estimator for a sinusoidal signal are analytically investigated by using lim sup and lim inf in advanced calculus.We show that if the covariance matrix has a limit,then it must be a zero matrix.
机标关键词：
资助基金：the National Natural Science Foundation of China (61374084)
论文发表日期：2018-01-01
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：9( 203-211 )
英文信息