Title :
Conditions for asymptotic stability of the discrete minimum-variance linear estimator
Author :
Deyst, John J., Jr. ; Price, Charles F.
Author_Institution :
Massachusetts Institute of Technology, Cambridge, MA, USA
fDate :
12/1/1968 12:00:00 AM
Abstract :
Stability of the discrete homogeneous linear minimum-variance estimation formulas is investigated. Sufficient conditions for uniform asymptotic stability in the large are derived. The conditions, if satisfied, also imply stochastic controllability and observability of the plant.
Keywords :
Asymptotic stability; Linear systems, stochastic discrete-time; Asymptotic stability; Covariance matrix; Equations; Filtering; Kalman filters; Linear matrix inequalities; Space technology; Stochastic processes; Symmetric matrices; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1968.1099024
