Title :
Asymptotic eigenstructures of filters
Author_Institution :
Massachusetts Institute of Technology, Cambridge, MA, USA
Abstract :
This paper describes relationships between Kalman-Bucy filter design parameters and the asymptotic eigenstructures of the resulting error dynamics. Simple, explicit formulas are developed which select noise intensity matrices to achieve pre-specified eigenstructures. The results also add basic understanding of the asymptotic properties of filters, particularly with respect to recently proposed robustness recovery processes.
Keywords :
Eigenvalues and eigenfunctions; Noise robustness; Nonlinear filters; Regulators; Robust control; Sensor phenomena and characterization; Signal restoration; State estimation; Technological innovation; Uncertainty;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1979.270185
