A convergence result for the unscented Kalman-Bucy filter using contraction theory

Johannes Philippus Maree, Lars Imsland, Jérôme Jouffroy. A convergence result for the unscented Kalman-Bucy filter using contraction theory. In European Control Conference, ECC 2013, Zurich, Switzerland, July 17-19, 2013. pages 2134-2139, IEEE, 2013. [doi]

Abstract

Abstract is missing.