Stability of the Kalman filter with stochastic time-varying parameters

被引：0
|
作者：
Solo, V
机构：
来源：
PROCEEDINGS OF THE 35TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4 | 1996年
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D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We analyse the stability of the Kalman Filter with time varying stochastic system parameters - a problem which has been open for a long time. A natural form of stochastic stability is established under conditions that are analogues of well known deterministic criteria. Our results are applied to obtain new and weaker conditions for stability of some adaptive algorithms.
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页码：57 / 61
页数：5
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