Title of article :
On the asymptotic stability of minimum-variance unbiased input and state estimation
Author/Authors :
Fang، نويسنده , , Huazhen and de Callafon، نويسنده , , Raymond A.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
In this note, we investigate the asymptotic stability of the filter for minimum-variance unbiased input and state estimation developed by Gillijns and De Moor. Sufficient conditions for the stability are proposed and proven, with inspiration from the Kalman filter stability analysis.
Keywords :
asymptotic stability , Minimum-variance unbiased estimation , Input estimation , State estimation
Journal title :
Automatica
Journal title :
Automatica
