On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors
From MaRDI portal
Publication:3714971
DOI10.1080/00207728608926858zbMath0587.93023MaRDI QIDQ3714971
Nick T. Koussoulas, Cornelius T. Leondes
Publication date: 1986
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728608926858
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
93B35: Sensitivity (robustness)
93C55: Discrete-time control/observation systems
93C05: Linear systems in control theory
41A58: Series expansions (e.g., Taylor, Lidstone series, but not Fourier series)
Related Items
Performance robustness analysis of Kalman filter for linear discrete-time systems under plant and noise uncertainty, Some new errors for assessing Kalman filter performance
Cites Work