  The contraction properties of the Extended Kalman Filter, viewed as a
deterministic observer for nonlinear systems, are analyzed. This yields new
conditions under which exponential convergence of the state error can be
guaranteed. As contraction analysis studies the evolution of an infinitesimal
discrepancy between neighboring trajectories, and thus stems from a
differential framework, the sufficient convergence conditions are different
from the ones that previously appeared in the literature, which were derived in
a Lyapunov framework. This article sheds another light on the theoretical
properties of this popular observer.
