On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs

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Publication:2409422


DOI10.1016/j.automatica.2014.12.044zbMath1371.93201WikidataQ55969223 ScholiaQ55969223MaRDI QIDQ2409422

Wen-Hua Chen, Jinya Su, Baibing Li

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.12.044


93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

93D20: Asymptotic stability in control theory

93E15: Stochastic stability in control theory


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