Adaptative high-gain extended Kalman filter and applications

tel-00559107, version 1 - 24 Jan 2011
Appendix B
Proof of Lemmas
Contents
B.1 Bounds on the Riccati Equation . . . . . . . . . . . . . . . . . . . 131
B.1.1 Part One: the Upper Bound . . . . . . . . . . . . . . . . . . . . . . . 133
B.1.2 Part Two: the Lower Bound . . . . . . . . . . . . . . . . . . . . . . 142
B.2 Proofs of the Technical Lemmas . . . . . . . . . . . . . . . . . . . 151
130