On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs

For linear stochastic time-varying systems, we investigate the properties of the Kalman filter with partially observed inputs. We first establish the existence condition of a general linear filter when the unknown inputs are partially observed. Then we examine the optimality of the Kalman filter wit...

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Bibliographic Details

Main Authors:	Jinya Su, Baibing Li, Wen-Hua Chen
Format:	Default Article
Published:	2015
Subjects:	Other engineering not elsewhere classified Asymptotic stability Existence Kalman filter Optimality Unknown inputs Engineering not elsewhere classified
Online Access:	https://hdl.handle.net/2134/17019
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