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The Kalman-Bucy filter revisited

✍ Scribed by Johnson, Russell; Núñez, Carmen


Book ID
126453698
Publisher
American Institute of Mathematical Sciences
Year
2014
Tongue
English
Weight
418 KB
Volume
34
Category
Article
ISSN
1078-0947

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Stability properties of Kalman-Bucy filt
✍ B.D.O. Anderson 📂 Article 📅 1971 🏛 Elsevier Science 🌐 English ⚖ 516 KB

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.