| Texto completo | |
| Autor(es): |
Costa, Eduardo F.
;
Astolfi, Alessandro
;
IEEE
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | 49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC); v. N/A, p. 6-pg., 2010-01-01. |
| Resumo | |
This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for semistability. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included. (AU) | |
| Processo FAPESP: | 06/02004-0 - Estabilidade de observadores para sistemas dinâmicos |
| Beneficiário: | Eduardo Fontoura Costa |
| Modalidade de apoio: | Bolsas no Exterior - Novas Fronteiras |
| Processo FAPESP: | 06/04210-6 - Convergência do Filtro de Kalman para sistemas lineares com saltos markovianos com da variável de salto |
| Beneficiário: | Eduardo Fontoura Costa |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |