Analysis of Discrete-Time Kalman Filtering Under Incorrect Noise Covariances

IEEE Transactions on Automatic Control

Volumn 35, Issue 12, 1990, Pages 1304-1309

  Sangsuk Iam, Suwanchai ^a   Bullock, Thomas E ^b  

^a Seagate Technology Thailand Ltd   (Thailand)

^b UNIVERSITY OF FLORIDA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, DISCRETE TIME; CONTROL SYSTEMS, LINEAR; MATHEMATICAL TECHNIQUES--STATE SPACE METHODS; NOISE, SPURIOUS SIGNAL; SYSTEM STABILITY;

CONVERGENCE ANALYSIS; COVARIANCE MATRICES; FACTORIZED ESTIMATION; PREDICTION ERROR; STATE TRANSITION MATRICES;

SIGNAL FILTERING AND PREDICTION;

EID: 0025590421     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.61006     Document Type: Article

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