Adaptative high-gain extended Kalman filter and applications

tel-00559107, version 1 - 24 Jan 2011
− θ is such that 1 ≤ θk ≤ 2θ1, for all k ∈ N,
− Set γ1 = λ0 d γ
β , and 0 ≤ γ0 ≤ γ1:
Remark 67
5.2 Continuous-discrete Framework
– suppose, for any arbitrary j ∈ N, Id,k > λ0 d γ
β in the time interval [jδt,jδt+(T −dδt)]
then θ (jδt +(kT − d)δt)) > θ1.
– when Id, k "1
˜ɛ ′ ˜ S˜ɛ(ξ)e −αqm(t−ξ)
(5.49)