• DocumentCode
    798754
  • 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
  • Volume
    13
  • Issue
    6
  • fYear
    1968
  • fDate
    12/1/1968 12:00:00 AM
  • Firstpage
    702
  • Lastpage
    705
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1968.1099024
  • Filename
    1099024
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=798754