scientific article; zbMATH DE number 1545022

zbMATH Open0961.93055MaRDI QIDQ4521097FDOQ4521097

Authors Xiangxin Kong, Xuedao Chu, Hong-Yong Yang

Publication date 16 May 2001

zbMATH Keywords

sequential analysisrandom systemsdiscrete linear random systeminitial value formulastable Kalman estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

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(4)

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• \(L_2\)-stability of discrete-time Kalman filter with random coefficients under incorrect covariance

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