• DocumentCode
    307141
  • Title

    Stability of the Kalman filter with stochastic time-varying parameters

  • Author

    Solo, Victor

  • Author_Institution
    Macquarie Univ., Sydney, NSW, Australia
  • Volume
    1
  • fYear
    1996
  • fDate
    11-13 Dec 1996
  • Firstpage
    57
  • Abstract
    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
  • Keywords
    Kalman filters; filtering theory; stability; stochastic systems; Kalman filter; stability; stochastic time-varying parameters; Adaptive algorithm; Australia; Stability analysis; Stability criteria; State estimation; Steady-state; Stochastic processes; Stochastic systems; Time measurement; Time varying systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
  • Conference_Location
    Kobe
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-3590-2
  • Type

    conf

  • DOI
    10.1109/CDC.1996.574252
  • Filename
    574252
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=307141