IEEE - Institute of Electrical and Electronics Engineers, Inc. - Bounds related to the Riccati difference equation for linear time varying systems

2009 Joint 48th IEEE Conference on Decision and Control (CDC) and 28th Chinese Control Conference (CCC)

Author(s): Costa, E.F. ; Astolfi, A.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2009
Conference Location: Shanghai, China, China
Conference Date: 15 December 2009
Page(s): 2,321 - 2,326
ISBN (CD): 978-1-4244-3872-3
ISBN (Paper): 978-1-4244-3871-6
ISSN (CD): 0191-2216
ISSN (Paper): 0191-2216
DOI: 10.1109/CDC.2009.5400481
Regular:

We study certain difference equations arising in the stability analysis of Kalman filtering for a class of linear, discrete-time, possibly non-detectable systems with incorrect noise information.... View More

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