On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors

DOI10.1080/00207728608926858zbMath0587.93023OpenAlexW2048058175MaRDI QIDQ3714971

Nick T. Koussoulas, Cornelius T. Leondes

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00207728608926858

zbMATH Keywords

sensitivitydiscrete-time Kalman filtermatrix Taylor expansion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Related Items (2)

Some new errors for assessing Kalman filter performance ⋮ Performance robustness analysis of Kalman filter for linear discrete-time systems under plant and noise uncertainty

Cites Work

• Matrix Calculus Operations and Taylor Expansions

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