IEEE Transactions on Automatic Control, Vol.52, No.3, 536-540, 2007
Closed-loop behavior of a class of nonlinear systems under EKF-based control
We study the closed-loop behavior of the extended Kalman filter (EKF) for a class of deterministic nonlinear systems that are transformable to the special normal form with linear internal dynamics. We argue that the closed-loop system is asymptotically stable and the estimation error exponentially converges to zero. We compare the performance of the EKF to a high-gain observer through simulation.