On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors

DOI10.1080/00207728608926858zbMATH Open0587.93023OpenAlexW2048058175MaRDI QIDQ3714971FDOQ3714971

Authors: Nick T. Koussoulas, Cornelius T. Leondes 

Publication date: 1986

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728608926858

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zbMATH Keywords

sensitivitydiscrete-time Kalman filtermatrix Taylor expansion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Cites Work

• Matrix Calculus Operations and Taylor Expansions

Cited In (5)

• Title not available (Why is that?)
• Remarks on the Kalman filtering simulation and verification
• Title not available (Why is that?)
• Some new errors for assessing Kalman filter performance
• Performance robustness analysis of Kalman filter for linear discrete-time systems under plant and noise uncertainty

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