Characterization of Exponential Divergence of the Kalman Filter for Time-Varying Systems
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Publication:3162570
DOI10.1137/080717055zbMath1202.93160OpenAlexW2110489756MaRDI QIDQ3162570
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Publication date: 20 October 2010
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080717055
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15)
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Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters ⋮ Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator ⋮ Exact detectability: application to generalized Lyapunov and Riccati equations
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