Peak covariance stability of a random riccati equation arising from Kalman filtering with observation losses

Journal of Systems Science and Complexity

Volumn 20, Issue 2, 2007, Pages 262-272

  Xie, Li ^a   Xie, Lihua ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Kalman filtering; Observation losses; Random Riccati equations; Stability; Stopping time

Indexed keywords

OBSERVATION LOSSES; PEAK COVARIANCE STABILITY; RANDOM RICCATI EQUATIONS; STOPPING TIME;

COVARIANCE MATRIX; KALMAN FILTERS; MARKOV PROCESSES; STABILITY;

RICCATI EQUATIONS;

EID: 34248994989     PISSN: 10096124     EISSN: 15597067     Source Type: Journal    
DOI: 10.1007/s11424-007-9023-4     Document Type: Conference Paper

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