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Adaptative high-gain extended Kalman filter and applications

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tel-00559107, version 1 - 24 Jan 2011<br />

Chapter 5<br />

Complements<br />

Contents<br />

5.1 Multiple Inputs, Multiple Outputs Case . . . . . . . . . . . . . . . 93<br />

5.1.1 System Under Consideration . . . . . . . . . . . . . . . . . . . . . . 93<br />

5.1.2 Definition of the Observer . . . . . . . . . . . . . . . . . . . . . . . . 94<br />

5.1.3 Convergence <strong>and</strong> Proof . . . . . . . . . . . . . . . . . . . . . . . . . 95<br />

5.1.3.1 Lemma on Innovation . . . . . . . . . . . . . . . . . . . . . 96<br />

5.1.3.2 Preparation for the Proof . . . . . . . . . . . . . . . . . . . 98<br />

5.1.3.3 Intermediary Lemmas . . . . . . . . . . . . . . . . . . . . . 100<br />

5.1.3.4 Proof of the Theorem . . . . . . . . . . . . . . . . . . . . . 101<br />

5.2 Continuous-discrete Framework . . . . . . . . . . . . . . . . . . . . 103<br />

5.2.1 System Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104<br />

5.2.2 Observer Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105<br />

5.2.3 Convergence Result . . . . . . . . . . . . . . . . . . . . . . . . . . . 106<br />

5.2.4 Innovation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107<br />

5.2.5 Preparation for the Proof . . . . . . . . . . . . . . . . . . . . . . . . 108<br />

5.2.6 Proof of the Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 110<br />

92

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