Convergence of the extended Kalman filter with small and state-dependent noise.

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Title: Convergence of the extended Kalman filter with small and state-dependent noise.
Authors: Njiasse, Ibrahim Mbouandi1 (AUTHOR) Ibrahim.MbouandiNjiasse@b-tu.de, Kamkumo, Florent Ouabo1 (AUTHOR) Florent.OuaboKamkumo@b-tu.de, Wunderlich, Ralf1 (AUTHOR) Ralf.Wunderlich@b-tu.de
Source: Probability, Uncertainty & Quantitative Risk. Jun2026, Vol. 11 Issue 2, p1-20. 20p.
Database: Mathematics Source
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ISSN:20959672
DOI:10.3934/puqr.2026011