On the asymptotic stability of minimum-variance unbiased input and state estimation

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• 作者：Huazhen Fang¹ ; ^{hzfang@ucsd.edu} ; Raymond A. de Callafon ^{callafon@ucsd.edu}
• 关键词：Minimum-variance unbiased estimation ; Input estimation ; State estimation ; Asymptotic stability
• 刊名：Automatica
• 出版年：2012
• 出版时间：December, 2012
• 年：2012
• 卷：48
• 期：12
• 页码：3183-3186
• 全文大小：215 K

文摘

In this note, we investigate the asymptotic stability of the filter for minimum-variance unbiased input and state estimation developed by Gillijns and De Moor. Sufficient conditions for the stability are proposed and proven, with inspiration from the Kalman filter stability analysis.