L₂-stability of discrete-time Kalman filter with random coefficients under incorrect covariance

DOI10.3724/SP.J.1004.2013.00043MaRDI QIDQ2859877zbMATH OpenOpenAlexFDO

Authors Zhenwei Zhou, Hai-Tao Fang

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

zbMATH Keywords

Kalman filterstabilitystate estimationstate-space least squares

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(1)

• Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses

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