Comparative analysis of estimation-process dynamics for ordinary and stationary Kalman filters
type: Item
instance of: scholarly article
title: Comparative analysis of estimation-process dynamics for ordinary and stationary Kalman filters
zbMATH Open document ID: 0551.93065
author: A. V. Teterin
published in: Automation and Remote Control
publication date: 1983-01-01T00:00:00Z
review text: A comparative analysis of estimation-process dynamics for ordinary and stationary Kalman filters is performed for the case of linear stationary systems. The analysis is based on a comparison of the processes of variation of the corresponding covariance matrices of the estimation errors. An upper bound is obtained for the difference between the covariance matrices of the estimation errors of these filters; this bound depends on the plant parameters, the noise characteristics, and the initial value of the covariance matrix of the estimation errors.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 3878811
zbMATH Keywords: estimation-process dynamics
zbMATH Keywords: Kalman filters
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3878811