Conditions for asymptotic stability of the discrete minimum-variance linear estimator

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Abstract

Stability of the discrete homogeneous linear minimum-variance estimation formulas is investigated. Sufficient conditions for uniform asymptotic stability in the large are derived. The conditions, if satisfied, also imply stochastic controllability and observability of the plant.

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Deyst et al. (Sun,) studied this question.

synapsesocial.com/papers/6a1d327a43708a372d5de1b4 https://doi.org/https://doi.org/10.1109/tac.1968.1099024

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