L2-stability of Discrete-time Kalman Filter with Random Coefficients under Incorrect Covariance
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Publication:2859877
DOI10.3724/SP.J.1004.2013.00043zbMath1289.93143MaRDI QIDQ2859877
Publication date: 19 November 2013
Published in: Acta Automatica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3724/sp.j.1004.2013.00043
93E11: Filtering in stochastic control theory
93C05: Linear systems in control theory
93E24: Least squares and related methods for stochastic control systems
93E15: Stochastic stability in control theory