• DocumentCode
    3029153
  • Title

    Asymptotic eigenstructures of filters

  • Author

    Stein, G.

  • Author_Institution
    Massachusetts Institute of Technology, Cambridge, MA, USA
  • Volume
    2
  • fYear
    1979
  • fDate
    12-14 Dec. 1979
  • Firstpage
    297
  • Lastpage
    301
  • Abstract
    This paper describes relationships between Kalman-Bucy filter design parameters and the asymptotic eigenstructures of the resulting error dynamics. Simple, explicit formulas are developed which select noise intensity matrices to achieve pre-specified eigenstructures. The results also add basic understanding of the asymptotic properties of filters, particularly with respect to recently proposed robustness recovery processes.
  • Keywords
    Eigenvalues and eigenfunctions; Noise robustness; Nonlinear filters; Regulators; Robust control; Sensor phenomena and characterization; Signal restoration; State estimation; Technological innovation; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1979.270185
  • Filename
    4046413
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3029153