• DocumentCode
    812986
  • Title

    Correction to "Conditions for asymptotic stability of the discrete minimum-variance linear estimator"

  • Author

    Deyst, John J., Jr.

  • Author_Institution
    Massachusetts Institute of Technology, Cambridge, MA, USA
  • Volume
    18
  • Issue
    5
  • fYear
    1973
  • fDate
    10/1/1973 12:00:00 AM
  • Firstpage
    562
  • Lastpage
    563
  • Abstract
    This note presents bounds on the discrete Riccati equation, correcting an error in proving the stability of discrete-time minimum variance estimators.
  • Keywords
    Asymptotic stability; Control systems; Covariance matrix; Error correction; Linear matrix inequalities; Paper technology; Riccati equations; Stochastic processes; Stochastic systems; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1973.1100397
  • Filename
    1100397
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=812986