Conditions are found guaranteeing asymptotic stability, but not necessarily uniform asymptotic stability, of Kalman-Bucy jZters. Relaxation of a uniform complete con~trollabdity condition proves the key to generating the results.
Infomativeness of multichannel Kalman filters
โ Scribed by Ch. M. Gadzhiev
- Publisher
- Springer US
- Year
- 1996
- Tongue
- English
- Weight
- 233 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0543-1972
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๐ SIMILAR VOLUMES
The authors derive equations for optimum and near-optimum Kalman filters for the filtration problem with a singular covariance matrix for the noise in the observations in the case when the processes under consideration are described by Ito's stochastic differential equations with measure.
In a recent paper Hamilton et al. (1973) evaluated the use of a Kalman filter in a multivariable process industry feedback control system. In addition to analyzing the sensitivity of the Kalman filter to various parameters, they compared its performance to that of an exponential filter commonly used