Stability properties of Kalman-Bucy filters

B. D.O. Anderson

doi:10.1016/0016-0032(71)90016-0

Stability properties of Kalman-Bucy filters

B. D.O. Anderson^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

76 Citations (Scopus)

Abstract

Conditions are found guaranteeing asymptotic stability, but not necessarily uniform asymptotic stability, of Kalman-Bucy filters. Relaxation of a uniform complete controllability condition proves the key to generating the results.

Original language	English
Pages (from-to)	137-144
Number of pages	8
Journal	Journal of the Franklin Institute
Volume	291
Issue number	2
DOIs	https://doi.org/10.1016/0016-0032(71)90016-0
Publication status	Published - Feb 1971
Externally published	Yes

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title = "Stability properties of Kalman-Bucy filters",

abstract = "Conditions are found guaranteeing asymptotic stability, but not necessarily uniform asymptotic stability, of Kalman-Bucy filters. Relaxation of a uniform complete controllability condition proves the key to generating the results.",

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AB - Conditions are found guaranteeing asymptotic stability, but not necessarily uniform asymptotic stability, of Kalman-Bucy filters. Relaxation of a uniform complete controllability condition proves the key to generating the results.

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JO - Journal of the Franklin Institute

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Stability properties of Kalman-Bucy filters

Abstract

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