Stability properties of Kalman-Bucy filters

Author:

Anderson B.D.O.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computer Networks and Communications,Signal Processing,Control and Systems Engineering

Reference5 articles.

1. New results in linear filtering and prediction theory;Kalman;J. bas. Engng, Trans. ASME,1961

2. New methods and results in linear filtering and prediction theory;Kalman,1961

3. Controllability, observability and stability of linear systems;Silverman;SIAM J. Control,1968

4. Time-varying version of the lemma of Lyapunov;Anderson;Electron. Letters,1967

5. Stochastic processes and filtering theory;Jazwinski,1970

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