The stability of the Kalman filter for systems with colored observation noises

被引：0

作者：

Wang Yuan ^{[1
]}

Li Chen ^{[1
]}

机构：

[1] Beijing Informat Technol Inst, Dept Comp Informat Syst, Beijing 100101, Peoples R China

来源：

PROCEEDINGS OF THE 26TH CHINESE CONTROL CONFERENCE, VOL 3 | 2007年

关键词：

Kalman filter; colored noise; L-r; -; stable;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The stability of the Kalman filter for the stochastic time varying linear systems with colored observation noises has been treated. In this paper, we first introduce a suitable stochastic observability (or excitation) condition to guarantee both the L-r - and exponential stability of random Riccati equations. Then we give a sufficient condition to ensure the stability of Kalman filter.

引用

页码：71 / +

页数：3