Stability of the Kalman filter for continuous time output error systems
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Publication:313321
DOI10.1016/j.sysconle.2016.06.006zbMath1344.93095OpenAlexW2467237089MaRDI QIDQ313321
Publication date: 9 September 2016
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01376819/file/kalman_SCL_SubmittedMay2016.pdf
Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Optimality conditions for problems involving randomness (49K45)
Related Items (8)
Mathematical foundations of hybrid data assimilation from a synchronization perspective ⋮ On stability of the Kalman filter for discrete time output error systems ⋮ Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution ⋮ Asymptotic properties of linear filter for deterministic processes ⋮ Generalized continuous mixed p‐norm based sliding window algorithm for a bilinear system with impulsive noise ⋮ \(H_{\infty}\) filtering for discrete-time singular Markovian jump systems with generally uncertain transition rates ⋮ Adaptive filtering-based recursive identification for time-varying Wiener output-error systems with unknown noise statistics ⋮ Stability of non-linear filter for deterministic dynamics
Uses Software
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