• DocumentCode
    1652257
  • Title

    The Stability of the Kalman Filter for Systems with Colored Observation Noises

  • Author

    Yuan, Wang ; Chen, Li

  • Author_Institution
    Beijing Inf. Technol. Inst., Beijing
  • fYear
    2007
  • Firstpage
    71
  • Lastpage
    75
  • Abstract
    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 Lr - and exponential stability of random Riccati equations. Then we give a sufficient condition to ensure the stability of Kalman filter.
  • Keywords
    Kalman filters; linear systems; observability; stability; stochastic systems; Kalman filter stability; colored observation noise; exponential stability; random Riccati equation; stochastic observability condition; stochastic time varying linear system; Colored noise; Electronic mail; Information systems; Information technology; Kalman filters; Riccati equations; Stability; Stochastic resonance; Stochastic systems; Time varying systems; Colored noise; Kalman filter; Lr - stable;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference, 2007. CCC 2007. Chinese
  • Conference_Location
    Hunan
  • Print_ISBN
    978-7-81124-055-9
  • Electronic_ISBN
    978-7-900719-22-5
  • Type

    conf

  • DOI
    10.1109/CHICC.2006.4347374
  • Filename
    4347374
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1652257