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Content Provider | IEEE Xplore Digital Library |
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Author | Costa, E.F. Astolfi, A. |
Copyright Year | 2009 |
Description | Author affiliation: Depto. de Matemática Aplicada e Estatística, Universidade de São Paulo, C.P. 668, 13560-970, São Carlos, Brazil (Costa, E.F.) || Electrical and Electronic Engineering Dept., Imperial College London, SW7 2AZ, UK (Astolfi, A.) |
Abstract | This paper studies a non-linear, discrete-time, matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behaviour. The problem of partial stability, which requires that a specific component of the state of the system converges exponentially, is studied and solved. The convergent state component is strongly linked with the behaviour of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties on the noise measurements. We exploit the special features of the system, mainly the connections with linear systems, to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semi-stability problem. |
Starting Page | 1068 |
Ending Page | 1073 |
File Size | 1332011 |
Page Count | 6 |
File Format | |
ISBN | 9781424438716 |
ISSN | 01912216 |
DOI | 10.1109/CDC.2009.5400169 |
Language | English |
Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Publisher Date | 2009-12-15 |
Publisher Place | China |
Access Restriction | Subscribed |
Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Subject Keyword | Nonlinear systems Covariance matrix Stability analysis Noise measurement Linear systems Polynomials Symmetric matrices Null space Nonlinear dynamical systems System testing |
Content Type | Text |
Resource Type | Article |
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