Asymptotic Properties of Linear Filter for Noise Free Dynamical System

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Reddy, Anugu Sumith; Apte, Amit; Vadlamani, Sreekar;
  • Subject: Mathematics - Optimization and Control | 93E11, 60G35

It is known that Kalman-Bucy filter is stable with respect to initial conditions under the conditions of uniform complete controllability and uniform complete observability (Bishop et. al 2017, Ocone et. al 1996). In this paper, we prove the stability of Kalman-Bucy fil... View more
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