| Full text | |
| Author(s): |
Costa, Eduardo F.
;
Astolfi, Alessandro
;
IEEE
Total Authors: 3
|
| Document type: | Journal article |
| Source: | PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009); v. N/A, p. 6-pg., 2009-01-01. |
| Abstract | |
We study certain difference equations arising in the stability analysis of Kalman filtering for a class of linear, discrete-time, possibly non-detectable systems with incorrect noise information. We obtain bounds for the solutions of these equations and the Riccati difference equation associated with the Kalman filter, under the assumption that the Riccati solution is bounded above and an assumption of structural time invariance. Illustrative examples are included. (AU) | |
| FAPESP's process: | 03/06736-7 - Control and filtering of Markovian jumping parameters stochastic systems |
| Grantee: | João Bosco Ribeiro do Val |
| Support Opportunities: | Research Projects - Thematic Grants |