Stability analysis of the Kalman predictor

DOI10.1080/00207179.2019.1638971MaRDI QIDQ5157931zbMATH OpenOpenAlexWikidataFDO

Authors Liangquan Zhang, Qing-Hua Zhang

Publication date 20 October 2021

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

Full work available at URL https://hal.inria.fr/hal-02373906/file/ijcpaper_with_authors_V3.pdf

zbMATH Keywords

controllabilityexponential stabilityKalman filterobservabilityprediction error minimisationpredictorsystem identification

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

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Cites work

• Coping with singular transition matrices in estimation and control stability theory†
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 47864 (Why is no real title available?)
• scientific article; zbMATH DE number 810021 (Why is no real title available?)
• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• Kalman filtering. Theory and practice with MATLAB
• Modeling and identification of linear parameter-varying systems
• Observability conservation by output feedback and observability Gramian bounds
• On stability of the Kalman filter for discrete time output error systems
• Stochastic processes and filtering theory

Cited in

(8)

• On stability of the Kalman filter for discrete time output error systems
• Stability of the Kalman filter for continuous time output error systems
• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• scientific article; zbMATH DE number 4145813 (Why is no real title available?)
• Automatic GKS Stability Analysis
• Predictability and unpredictability in Kalman filtering
• Rank deficiency of Kalman error covariance matrices in linear time-varying system with deterministic evolution
• Discrete-time stochastic consensus: a Kalman-filter-based two-time-scale protocol

Describes a project that uses

Uses Software

• Matlab

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