• DocumentCode
    849254
  • Title

    Convergence properties of an optimal filter design with correlated output noise

  • Author

    de Souza, Cleidson ; Fernandes, Jose M.

  • Author_Institution
    Universidade Federal de Uberlândia, Uberlândia, Brazil
  • Volume
    30
  • Issue
    5
  • fYear
    1985
  • fDate
    5/1/1985 12:00:00 AM
  • Firstpage
    487
  • Lastpage
    488
  • Abstract
    This note studies the convergence and stability properties of an optimal filter for systems with Markov measurement noise. The convergence and stability conditions for the design analyzed are the same as those for the optimal f´dter when the measurement noise is assumed to be a nonsingular white noise process.
  • Keywords
    Kalman filtering, linear systems; Markov processes; Convergence; Covariance matrix; Linear systems; Markov processes; Noise measurement; Nonlinear filters; Process design; Signal processing; Stability analysis; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1985.1103970
  • Filename
    1103970
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=849254