On stability of the Kalman filter for discrete time output error systems

DOI10.1016/j.sysconle.2017.07.011zbMath1376.93111OpenAlexW2746874722MaRDI QIDQ1680671

Qing-Hua Zhang

Publication date: 16 November 2017

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01635092/file/DToeKalman_SCL.pdf

zbMATH Keywords

stabilityKalman filtertime varying systemdiscrete-time output error system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Observability (93B07) Stochastic stability in control theory (93E15)

Related Items (4)

Error analysis on the initial state reconstruction problem ⋮ Discrete-time stochastic consensus: a Kalman-filter-based two-time-scale protocol ⋮ Stability analysis of the Kalman predictor ⋮ Adaptive filtering-based recursive identification for time-varying Wiener output-error systems with unknown noise statistics

Uses Software

• Matlab

Cites Work

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• Stability of the Kalman filter for continuous time output error systems
• Observability conservation by output feedback and observability Gramian bounds
• An output error model and algorithm for electromagnetic system identification
• Stochastic processes and filtering theory
• Robust adaptive LQ control schemes
• Identification of unstable systems using output error and Box-Jenkins model structures
• Kalman Filtering
• A robust output error identifier for continuous‐time systems

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