On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations

DOI10.1016/j.sysconle.2015.10.012zbMath1335.93128OpenAlexW2238107540WikidataQ59325437 ScholiaQ59325437MaRDI QIDQ254699

Daniel Viegas, Pedro Batista, Carlos Silvestre, Paulo J. Oliveira

Publication date: 8 March 2016

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

Full work available at URL: https://doi.org/10.1016/j.sysconle.2015.10.012

zbMATH Keywords

estimationtime-varying systemsKalman filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Kalman–Bucy filter-based tracking controller design and experimental validations for a quadcopter with parametric uncertainties and disturbances

Cites Work

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• Robust Kalman filtering for uncertain discrete-time systems
• Optimal guaranteed cost control and filtering for uncertain linear systems
• H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
• Optimal robust filtering with time-varying parameter uncertainty

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