On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations
DOI10.1016/J.SYSCONLE.2015.10.012zbMATH Open1335.93128DBLPjournals/scl/ViegasBOS16OpenAlexW2238107540WikidataQ59325437 ScholiaQ59325437MaRDI QIDQ254699FDOQ254699
Authors: Daniel Viegas, Pedro Batista, Carlos Silvestre, P. Oliveira 
Publication date: 8 March 2016
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2015.10.012
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Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)
Cites Work
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- Global theory of the Riccati equation
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- Robust Kalman filtering for uncertain discrete-time systems
- Optimal guaranteed cost control and filtering for uncertain linear systems
- H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
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- A new design of robust \(H_2\) filters for uncertain systems
Cited In (10)
- Exponential asymptotic stability of time-varying inverse prediction error filters
- Title not available (Why is that?)
- \(L_2\)-stability of discrete-time Kalman filter with random coefficients under incorrect covariance
- Stochastic Stability of the Extended Kalman Filter With Intermittent Observations
- Stability of the Kalman filter for continuous time output error systems
- On the stability and the concentration of extended Kalman-Bucy filters
- Analysis of continuous-time Kalman filtering under incorrect noise covariances
- Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses
- Characterization of Exponential Divergence of the Kalman Filter for Time-Varying Systems
- Kalman–Bucy filter-based tracking controller design and experimental validations for a quadcopter with parametric uncertainties and disturbances
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