For the discrete-time Extended Kalman filter (EKF), a stochastic stability analysis is discussed by Reif et al. in their paper "Stochastic stability of the discrete-time extended Kalman filter" (https://ieeexplore.ieee.org/abstract/document/754809). Recently, there have been works on EKF with unknown inputs, in particular, for arbitrary unknown inputs. Are there any works providing such stability analysis similar to Reif's work available for these EKF with unknown input filters?
Dear Himali Singh
Yes, these articles might be useful to connect all the dots together, have a look:
1. https://www.sciencedirect.com/topics/engineering/extended-kalman-filter
2. https://www.degruyter.com/document/doi/10.1515/rnam-2018-0004/html
3. https://www.researchgate.net/publication/287158261_A_general_extended_Kalman_filter_for_simultaneous_estimation_of_system_and_unknown_inputs
Kind Regards
Qamar Ul Islam
Dear Himali Singh,
I suggest you to see links and attaced files on topic.
https://www.sciencedirect.com/topics/engineering/extended-kalman-filter
https://link.springer.com/chapter/10.1007%2F978-981-15-7711-6_18
https://researchrepository.wvu.edu/cgi/viewcontent.cgi?article=4663&context=etd
Best regards
Dear Himali Singh,
Yes, the below link may help you.
https://scholar.google.com/scholar?q=stability+of+EKF+with+unknown+input&hl=en&as_sdt=0&as_vis=1&oi=scholart#d=gs_qabs&u=%23p%3DOcWZSaP9L6UJ
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