• DocumentCode
    3015596
  • Title

    Filter stability for stochastic evolution equations

  • Author

    Vinter, R.B.

  • Author_Institution
    Imperial College, London, England
  • fYear
    1976
  • fDate
    1-3 Dec. 1976
  • Firstpage
    1126
  • Lastpage
    1128
  • Abstract
    We describe how the Kalman filter associated with signal and observation processes defined through stochastic evolution equations is stable under the very weak hypotheses of stabilizability, detectability. The results find application in the filtering of signals governed by linear stochastic differential equations with delays; here the hypotheses are directly verifiable.
  • Keywords
    Differential equations; Kalman filters; Riccati equations; Signal processing; Stability; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 15th Symposium on Adaptive Processes, 1976 IEEE Conference on
  • Conference_Location
    Clearwater, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1976.267650
  • Filename
    4045758
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3015596