Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.)

DOI10.1109/TIT.1981.1056315zbMath0469.93076MaRDI QIDQ3924075

Tugnait, Jitendra K.

Publication date: 1981

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

asymptotic stabilitysufficient conditionsestimatorlinear filteruncertain observationsdisrete linear systemsoptimal minimum mean-square errorsteady-state optimal filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Model systems in control theory (93C99)

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Stability of Kalman filtering with Markovian packet losses ⋮ On parameter estimation of partly observed bilinear discrete-time stochastic systems

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