Article ID Journal Published Year Pages File Type
696097 Automatica 2012 4 Pages PDF
Abstract

In this note, we investigate the asymptotic stability of the filter for minimum-variance unbiased input and state estimation developed by Gillijns and De Moor. Sufficient conditions for the stability are proposed and proven, with inspiration from the Kalman filter stability analysis.

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Physical Sciences and Engineering Engineering Control and Systems Engineering
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On the asymptotic stability of minimum-variance unbiased input and state estimation
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