Stability properties of Kalman-Bucy filters

DOI10.1016/0016-0032(71)90016-0zbMath0275.93044OpenAlexW2009618734MaRDI QIDQ1393192

Brian D. O. Anderson

Publication date: 1971

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(71)90016-0

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

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Cites Work

• Stochastic processes and filtering theory
• Controllability, Observability and Stability of Linear Systems
• Unnamed Item

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