Lp-stability of estimation errors of kalman filter for tracking time-varying parameters

DOI10.1002/acs.4480050302zbMath0733.93071OpenAlexW2046871051MaRDI QIDQ3360763

Chen, Hanfu, Ji-Feng Zhang, Lei Guo

Publication date: 1991

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.4480050302

zbMATH Keywords

Kalman filtering algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (1)

The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions

Cites Work

• Efficiency of a local algorithm for solving the traveling salesman problem
• Tracking error bounds of adaptive nonstationary filtering
• Stochastic processes and filtering theory
• Analytic Inequalities
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