An incremental framework for the extended Kalman filter

The interest of the incremental norm approach is first emphasized in the general context of nonlinear observers. Our framework is then used to characterize global stability and robustness properties of a Modified Extended Kalman Filter (MEKF). This observer is proved indeed to be globally exponentially stable and bounded: the bias, which is due to an unknown initial condition, is thus forgotten. while the effects of disturbances on the measurements remain bounded.