IEEE - Institute of Electrical and Electronics Engineers, Inc. - Convergence properties of an optimal filter design with correlated output noise

Author(s): C. De Souza ; J. Fernandes
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 1985
Volume: 30
Page(s): 487 - 488
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/TAC.1985.1103970
Regular:

This note studies the convergence and stability properties of an optimal filter for systems with Markov measurement noise. The convergence and stability conditions for the design analyzed are the... View More

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