On stability of random Riccati equations
文献类型：期刊论文
| 作者 | Wang, YA; Guo, L |
| 刊名 | SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES
 |
| 出版日期 | 1999-04-01 |
| 卷号 | 42期号:2页码:136-148 |
| 关键词 | random Riccati equation stochastic stability Kalman filter excitation |
| ISSN号 | 1006-9321 |
| 英文摘要 | Random Riccati equations (RRE) arise frequently in filtering, estimation and control, but their stability properties are rarely rigorously explored in the literature. First a suitable stochastic observability (or excitation) condition is introduced to guarantee both the L-r- and exponential stability of RRE. Then the stability of Kalman filter is analyzed with random coefficients, and the L-r boundedness of filtering errors is established. |
| WOS研究方向 | Engineering ; Materials Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000080183300003 |
| 出版者 | SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14375]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wang, YA |
| 作者单位 | Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, YA,Guo, L. On stability of random Riccati equations[J]. SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES,1999,42(2):136-148. |
| APA | Wang, YA,&Guo, L.(1999).On stability of random Riccati equations.SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES,42(2),136-148. |
| MLA | Wang, YA,et al."On stability of random Riccati equations".SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES 42.2(1999):136-148. |
入库方式： OAI收割
来源：数学与系统科学研究院
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