论文信息 - Conditions for asymptotic stability of the discrete minimum-variance linear estimator

Conditions for asymptotic stability of the discrete minimum-variance linear estimator

Stability of the discrete homogeneous linear minimum-variance estimation formulas is investigated. Sufficient conditions for uniform asymptotic stability in the large are derived. The conditions, if satisfied, also imply stochastic controllability and observability of the plant.

J. Deyst | C. Price

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