Optimal structurally partitioned filter for undisturbable stochastic systems Part II. Stability and its asymptotic behaviour

DOI10.1080/00207728308926521zbMath0549.93056OpenAlexW1976984449MaRDI QIDQ3342314

Keigo Watanabe

Publication date: 1983

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728308926521

zbMATH Keywords

unbiased estimatespartitioned filterundisturbable stochastic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20)

Cites Work

• Stability properties of Kalman-Bucy filters
• Controllability, Observability and Stability of Linear Systems
• On the Structure Theory of Linear Differential Systems

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