L2-stability of Discrete-time Kalman Filter with Random Coefficients under Incorrect Covariance

DOI10.3724/SP.J.1004.2013.00043zbMath1289.93143OpenAlexW2331479023MaRDI QIDQ2859877

Zhenwei Zhou, Hai-Tao Fang

Publication date: 19 November 2013

Published in: Acta Automatica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3724/sp.j.1004.2013.00043

zbMATH Keywords

stabilitystate estimationKalman filterstate-space least squares

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Stochastic stability in control theory (93E15)

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