Remarks on "Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems"
Tapio Westerlund, Arne Tyssø · IEEE Transactions on Automatic Control · 1980
Some remarks are made on a paper dealing with convergence analysis of the extended Kalman filter as a parameter estimator for linear systems. In particular, some interesting differences in the convergence properties of a predictive and a filtering procedure are illustrated.