• DocumentCode
    3061386
  • Title

    Convergence properties of an optimal filter design with correlated output noise

  • Author

    de Souza, Carlos E. ; Fernandes, Jose

  • Author_Institution
    Universidade Federal de Uberl??ndia, Uberl??ndia, MG, Brazil
  • fYear
    1984
  • fDate
    12-14 Dec. 1984
  • Firstpage
    1270
  • Lastpage
    1271
  • Abstract
    This note studies the convergence and stability properties of an optimal filter for systems with Markov measurement noise. The convergence and stability conditions for the design analysed are the same as those for the optimal filter when the measurement noise is assumed to be a nonsingular white noise process.
  • Keywords
    Convergence; Covariance matrix; Kalman filters; Markov processes; Noise measurement; Q measurement; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1984. The 23rd IEEE Conference on
  • Conference_Location
    Las Vegas, Nevada, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1984.272224
  • Filename
    4048100
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3061386