Parameter estimation and convergence analysis for a class of canonical dynamic systems by extended kalman filter

There were many researches about the parameter estimation of canonical dynamic systems recently. Extended Kalman filter (EKF) is a popular parameter estimation method in virtue of its easy applications. This paper focuses on parameter estimation for a class of canonical dynamic systems by EKF. By constructing associated differential equation, the convergence of EKF parameter estimation for the canonical dynamic systems is analyzed. And the simulation demonstrates the good performance.