We first establish the existence condition of a general linear filter when the unknown inputs are partially observed. Then we examine the optimality of the ...
[PDF] On existence, optimality and asymptotic stability of the Kalman ...
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For linear stochastic time-varying systems, we investigate the properties of the Kalman filter with partially observed inputs.
We first establish the existence condition of a general linear filter when the unknown inputs are partially observed. Then we examine the optimality of the ...
May 16, 2024 · For linear stochastic time-varying systems, we investigate the properties of the Kalman filter with partially observed inputs.
We first establish the existence condition of a general linear filter when the unknown inputs are partially observed. Then we examine the optimality of the ...
Jan 21, 2015 · For linear stochastic time-varying systems, we investigate the properties of the Kalman filter with partially observed inputs.
We first establish the existence condition of a general linear filter when the unknown inputs are partially observed. Then we examine the optimality of the ...
On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs. Jinya Su, Baibing Li, Wen Hua Chen. Computing Science.
“On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs.” Automatica 53 (2015): 149-154. Kitanidis, Peter K ...
Furthermore, it is shown that the time-invariant filter is stable. The results are an extension of the Kalman filter stability theory to. Page 4. 3186. H. Fang ...