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Avtomatika i Telemekhanika, 1983, Issue 9, Pages 87–94 (Mi at5215)  
Stochastic Systems

Comparative analysis of the estimation process dynamics for a common and a stationary Kalman filter

A. V. Teterin

Moscow
Full-text PDF (1041 kB)
Abstract: Comparative analysis is performed for a the process dynamic in a common and a stationary Kalman filter in the case of linear stationary systems. Variations of the associated covariance matrices of estimation errors are compared. For the difference between covariance matrices of estimation errors in the filters an upperbound is specified which depends on the plant parameters, noise characteristics, and the initial value of the estimation error covariance matrix.

Received: 12.02.1982
Bibliographic databases:
Document Type: Article
UDC: 519.281
Language: Russian
Citation: A. V. Teterin, “Comparative analysis of the estimation process dynamics for a common and a stationary Kalman filter”, Avtomat. i Telemekh., 1983, no. 9, 87–94; Autom. Remote Control, 44:9 (1983), 1176–1182
Citation in format AMSBIB
\Bibitem{Tet83}
\by A.~V.~Teterin
\paper Comparative analysis of the estimation process dynamics for a common and a stationary Kalman filter
\jour Avtomat. i Telemekh.
\yr 1983
\issue 9
\pages 87--94
\mathnet{http://mi.mathnet.ru/at5215}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=744586}
\zmath{https://zbmath.org/?q=an:0551.93065}
\transl
\jour Autom. Remote Control
\yr 1983
\vol 44
\issue 9
\pages 1176--1182
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