Title :
On an assumed convergence result in the LQG/LTR technique
Author :
Matson, C. ; Maybeck, P.S.
Author_Institution :
Air Force Institute of Technology, Wright Patterson AFB, OH
Abstract :
An assumed but unproven convergence result in the LQG/LTR technique is discussed. An alternate convergence result is presented which is sufficient to ensure the validity of the LQG/LTR technique.
Keywords :
Control systems; Convergence; Filters; Gain measurement; Noise measurement; Riccati equations; Robust control; Robust stability; State estimation; Sufficient conditions;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272533
