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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 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

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.

UDC: 519.27


Received: 19.12.1985


 English version:
Automation and Remote Control, 1986, 47:9, 1199–1204

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