L2-stability of Discrete-time Kalman Filter with Random Coefficients under Incorrect Covariance

DOI10.3724/SP.J.1004.2013.00043zbMath1289.93143MaRDI QIDQ2859877

Hai-Tao Fang, Zhenwei Zhou

Publication date: 19 November 2013

Published in: Acta Automatica Sinica (Search for Journal in Brave)

zbMATH Keywords

stability; state estimation; Kalman filter; state-space least squares

Mathematics Subject Classification ID

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