Modification of the extended Kalman filter with an additive term of instability
Konrad Reif, F. Sonnemann, Rolf Unbehauen · 2002
In this paper we propose an observer for nonlinear systems similar to the extended Kalman filter. The observer gain is computed by a Riccati differential equation assuming a more instable system. The purpose of this modification is two-fold: first the degree of stability can be assigned in advance and secondly this modification allows an effective treatment of the nonlinearities.