دانلود مقاله ISI انگلیسی شماره 53039
ترجمه فارسی عنوان مقاله

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عنوان انگلیسی
Stability of the Kalman Filter for Output Error Systems*
کد مقاله سال انتشار تعداد صفحات مقاله انگلیسی
53039 2015 6 صفحه PDF
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : IFAC-PapersOnLine, Volume 48, Issue 28, 2015, Pages 1106–1111

ترجمه کلمات کلیدی
ثبات؛ فیلتر کالمن - خروجی سیستم خطا
کلمات کلیدی انگلیسی
Stability; Kalman filter; Output Error System
پیش نمایش مقاله
پیش نمایش مقاله  ثبات فیلتر کالمن برای سیستم خطا خروجی

چکیده انگلیسی

Optimality and numerical efficiency are well known properties of the Kalman filter, whereas its stability property, though equally classical and important in practice, is less often mentioned in the recent literature. The stability of the Kalman filter is usually ensured by the uniform complete controllability regarding the process noise and the uniform complete observability of linear time varying systems. Such classical results cannot be applied to output error systems, in which the process noise is totally absent. It is shown in this paper that the uniform complete observability is sufficient to ensure the stability of the Kalman filter applied to time varying output error systems, regardless of the stability of the considered system itself.