Nonlinear Filters and Operators and the Constant-Gain Extended Kalman Filter
Michael John Grimble, K. A. Jukes, David P. Goodall · IMA Journal of Mathematical Control and Information · 1984
Stochastic optimal control and estimation in nonlinear systems is considered using a function-space approach. A condition under which nonlinear estimators are nondivergent is determined and the stability of nonlinear systems which employ such estimators is established. The paper extends the contribution by Safanov and Athens and also offers alternative or more detailed proofs where their work is discussed. The results are valuable practically and applications are demonstrated in examples.