Iyad Hashlamon

[ 1 ] - A New Adaptive Extended Kalman Filter for a Class of Nonlinear Systems

This paper proposes a new adaptive extended Kalman filter (AEKF) for a class of nonlinear systems perturbed by noise which is not necessarily additive. The proposed filter is adaptive against the uncertainty in the process and measurement noise covariances. This is accomplished by deriving two recursive updating rules for the noise covariances, these rules are easy to implement and reduce the n...