Robust stability analysis of Kalman-Bucy filter under parametric and noise uncertainties

DOI10.1080/00207178808906324zbMath0659.93065MaRDI QIDQ3809701

Bor-Sen Chen, Tay-Yuh Dong

Publication date: 1988

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178808906324

zbMATH Keywords

robust stability; Gronwall lemma; linear Kalman-Bucy filter; Saddlepoint theory; uncertain second-order statistical noise; uncertain system model parameters

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93C35: Multivariable systems, multidimensional control systems

93C05: Linear systems in control theory

93E15: Stochastic stability in control theory

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Cites Work

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