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On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations
Viegas D.2; Batista P.1; Oliveira P.1; Silvestre C.2
2016-03-01
Source PublicationSystems and Control Letters
ISSN01676911
Volume89Pages:41-46
Abstract

This paper details the stability analysis of the continuous-time Kalman filter dynamics for linear time-varying systems subject to exponentially decaying perturbations. It is assumed that estimates of the input, output, and matrices of the system are available, but subject to unknown perturbations which decay exponentially with time. It is shown that if the nominal system is uniformly completely observable and uniformly completely controllable, and if the state, input, and matrices of the system are bounded, then the Kalman filter built using the perturbed estimates is a suitable state observer for the nominal system, featuring exponentially convergent error dynamics.

KeywordEstimation Kalman Filtering Time-varying Systems
DOI10.1016/j.sysconle.2015.10.012
URLView the original
Language英语
WOS Research AreaAutomation & Control Systems ; Operations Research & Management Science
WOS SubjectAutomation & Control Systems ; Operations Research & Management Science
WOS IDWOS:000371555500006
PublisherELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
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Citation statistics
Cited Times [WOS]:2   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF ELECTRICAL AND COMPUTER ENGINEERING
Affiliation1.Instituto Superior Técnico
2.Universidade de Macau
Recommended Citation
GB/T 7714
Viegas D.,Batista P.,Oliveira P.,et al. On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations[J]. Systems and Control Letters,2016,89:41-46.
APA Viegas D.,Batista P.,Oliveira P.,&Silvestre C..(2016).On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations.Systems and Control Letters,89,41-46.
MLA Viegas D.,et al."On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations".Systems and Control Letters 89(2016):41-46.
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