On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations

DOI10.1016/J.SYSCONLE.2015.10.012MaRDI QIDQ254699zbMATH OpenOpenAlexDBLPWikidataFDO

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

zbMATH Keywords

estimationKalman filteringtime-varying systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 1581511 (Why is no real title available?)
• scientific article; zbMATH DE number 4017400 (Why is no real title available?)
• scientific article; zbMATH DE number 3181381 (Why is no real title available?)
• A new design of robust \(H_2\) filters for uncertain systems
• Global theory of the Riccati equation
• H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
• Optimal guaranteed cost control and filtering for uncertain linear systems
• Optimal robust filtering with time-varying parameter uncertainty
• Robust Kalman filtering for signals and systems with large uncertainties.
• Robust Kalman filtering for uncertain discrete-time systems
• Robust filtering for uncertain linear discrete-time descriptor systems
• Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty
• Stochastic processes and filtering theory

Cited in

(10)

• Exponential asymptotic stability of time-varying inverse prediction error filters
• scientific article; zbMATH DE number 1063778 (Why is no real title available?)
• \(L_2\)-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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