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Avtomatika i Telemekhanika, 1986, Issue 9, Pages 40–46 (Mi at6506)  
Stochastic Systems

Sufficient conditions for stabilization of coefficients in a discrete infinite-dimensional Kalman filter

L. N. Gurvits

Chernovtsy
Full-text PDF (888 kB)
Abstract: For asymptotic behaviour of an infinite-dimensional digital Kalman filter both sufficient and necessary conditions are given under which the coefficients of this filter are stabilized.

Received: 19.12.1985
Bibliographic databases:
Document Type: Article
UDC: 519.27
Language: Russian
Citation: L. N. Gurvits, “Sufficient conditions for stabilization of coefficients in a discrete infinite-dimensional Kalman filter”, Avtomat. i Telemekh., 1986, no. 9, 40–46; Autom. Remote Control, 47:9 (1986), 1199–1204
Citation in format AMSBIB
\Bibitem{Gur86}
\by L.~N.~Gurvits
\paper Sufficient conditions for stabilization of coefficients in a~discrete infinite-dimensional Kalman filter
\jour Avtomat. i Telemekh.
\yr 1986
\issue 9
\pages 40--46
\mathnet{http://mi.mathnet.ru/at6506}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=875096}
\zmath{https://zbmath.org/?q=an:0622.93068}
\transl
\jour Autom. Remote Control
\yr 1986
\vol 47
\issue 9
\pages 1199--1204
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