The consistent extended Kalman filter
Yanguang Jiang, Wenchao Xue, Yi Huang, Haitao Fang · 2014
This paper studies the consistency of the extended Kalman filter(EKF) for a general class of nonlinear systems. Based on the EKF algorithm, we propose the CEKF as well as the tuning law for its parameters. The consistency of CEKF is proved. Finally, the feasibility and consistency are illustrated by the numerical simulation for an example system.