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This paper investigates the convergence properties and consistency of extended Kalman filter (EKF) based simultaneous localization and mapping (SLAM) algorithms. Proofs of convergence are provided for the nonlinear two-dimensional SLAM problem with point landmarks observed using a range-and-bearing sensor. It is shown that the robot orientation uncertainty at the instant when landmarks are first observed has a significant effect on the limit and/or the lower bound of the uncertainties of the landmark position estimates. This paper also provides some insights to the inconsistencies of EKF based SLAM that have been recently observed. The fundamental cause of EKF SLAM inconsistency for two basic scenarios are clearly stated and associated theoretical proofs are provided.