On the asymptotic stability of minimum-variance unbiased input and state estimation
نویسندگان
چکیده
In this note, we investigate the asymptotic stability of the filter forminimum-variance unbiased input and state estimation developed by Gillijns and De Moor. Sufficient conditions for the stability are proposed and proven, with inspiration from the Kalman filter stability analysis. © 2012 Elsevier Ltd. All rights reserved.
منابع مشابه
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عنوان ژورنال:
- Automatica
دوره 48 شماره
صفحات -
تاریخ انتشار 2012