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Stability properties of Kalman-Bucy filters

✍ Scribed by B.D.O. Anderson


Publisher
Elsevier Science
Year
1971
Tongue
English
Weight
516 KB
Volume
291
Category
Article
ISSN
0016-0032

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✦ Synopsis


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.


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