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Robustness properties of extended-Kalman-type observers are investigated for linear plants when actuators and sensors have non-linearities or linear dynamics. Sufficient conditions for the stability of the estimation error are obtained for time-varying extended Kalman filters (EKF) for time-varying plants, and for constant-gain, exponentially weighted EKF for time-invariant plants. When the non-linearities are known only within bands of uncertainty, it is proved that the observer is non-divergent.
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Suresh M. Joshi (1987) studied this question.
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