Stability of the Kalman filter with stochastic time-varying parameters
Stability of the Kalman filter with stochastic time-varying parameters
复制标题
具有随机时变参数的卡尔曼滤波器的稳定性
DOI：
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发表时间：
1996
期刊：
影响因子：
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通讯作者：
V. Solo
中科院分区：
文献类型：
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作者：
V. Solo
本文分析了具有时变随机系统参数的卡尔曼滤波器的稳定性问题。一个自然形式的随机稳定性的条件下，是众所周知的确定性标准的类似物。我们的结果被应用到获得新的和较弱的条件稳定的一些自适应算法。
We analyse the stability of the Kalman filter with time varying stochastic system parameters-a problem which has been open for a long time. A natural form of stochastic stability is established under conditions that are analogues of well known deterministic criteria. Our results are applied to obtain new and weaker conditions for stability of some adaptive algorithms.