Stability of the Kalman filter for continuous time output error systems
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Cites work
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- An output error model and algorithm for electromagnetic system identification
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- scientific article; zbMATH DE number 3347994 (Why is no real title available?)
- Identification of unstable systems using output error and Box-Jenkins model structures
- Kalman filtering. Theory and practice with MATLAB
- Observability conservation by output feedback and observability Gramian bounds
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- Stochastic processes and filtering theory
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(15)- Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems
- On stability of the Kalman filter for discrete time output error systems
- Stability of non-linear filter for deterministic dynamics
- Asymptotic properties of linear filter for deterministic processes
- Adaptive filtering-based recursive identification for time-varying Wiener output-error systems with unknown noise statistics
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- \(H_{\infty}\) filtering for discrete-time singular Markovian jump systems with generally uncertain transition rates
- The location of the continuous-time stationary Kalman filter poles
- Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
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