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
fDate :
10/1/1973 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100397
