Steady State Kalman Filter Behavior for Unstabilizable Systems

被引：0

作者：

Dasgupta, Soura ^{[1
]}

Brown, D. Richard, III ^{[2
]}

Wang, Rui ^{[2
]}

机构：

[1] Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA

[2] Worcester Polytech Inst, Dept Elect & Comp Engn, Worcester, MA 01609 USA

来源：

2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2014年

基金：

美国国家科学基金会;

关键词：

Riccati Equation; Kalman Filter; Stability; Uniqueness;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Some important textbooks on Kalman Filters suggest that positive semidefinite solutions to the filtering Algebraic Riccati Equation (ARE) cannot be stabilizing should the underlying state variable realization be unstabilizable. We show that this is false. Questions of uniqueness of positive semidefinite solutions of the ARE are also unresolved in the absence of stabilizability. Yet fundamental performance issues in modern communications systems hinge on Kalman Filter performance absent stabilizability. In this paper we provide a positive semidefinite solution to the ARE for detectable systems that are not stabilizabile and show that it is unique if the only unreachable modes are on the unit circle.

引用

页码：4989 / 4994

页数：6

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