INITIAL-CONDITION ROBUSTNESS OF LINEAR LEAST-SQUARES FILTERING ALGORITHMS

被引：12

作者：

AASNAES, HB

KAILATH, T

机构：

[1] AS INFORMASJONSKONTROLL,ASKER,NORWAY

[2] STANFORD UNIV,DEPT ELECT ENGN,STANFORD,CA 94305

来源：

关键词：

D O I：

10.1109/TAC.1974.1100608

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：393 / 397

页数：5

共 11 条

[1]

AASNAES HB, 1973, IEEE T AUTOMAT CONTR, VAC19, P601

[2] STABILITY PROPERTIES OF KALMAN-BUCY FILTERS [J].

ANDERSON, BD .

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1971, 291 (02) :137-&

[3]

[Anonymous], 1968, FILTERING STOCHASTIC

[4]

BUCY RS, 1972, IEEE T AUTOMAT CONTR, VAC17, P179

[5]

Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[6]

HITZ KL, 1972, IEEE T AUTOMAT CONTR, VAC17, P178

[7] 1972 WALD LECTURE - ROBUST STATISTICS - REVIEW [J].

HUBER, PJ .

ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (04) :1041-&

[8]

KALMAN RE, 1963, P S ENG APPL RANDOM

[9]

KALMAN RE, 1969, TOPICS MATHEMATICAL

[10]

KALMAN RE, 1972, IEEE T AUTOMAT CONTR, VAC17, P179