ALMOST SURE STABILIZABILITY AND RICCATIS EQUATION OF LINEAR-SYSTEMS WITH RANDOM PARAMETERS

被引：14
作者：
BOUGEROL, P
机构：
[1] Universite Pierre et Marie Curie, Paris
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1995年 / 33卷 / 03期
关键词：
RICCATI EQUATION; KALMAN FILTERING; OBSERVERS; STOCHASTIC PARAMETERS; STABILIZABILITY; DETECTABILITY; LINEAR DISCRETE-TIME SYSTEMS;
D O I：
10.1137/S0363012992229069
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Linear systems with stationary time-varying parameters are considered. The notions of almost sure stabilizability and almost sure detectability are explored. Under these properties the asymptotic behavior of the associated Riccati equation is described. In particular the stability of the Kalman filter and the convergence of linear observers are proved.
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收藏
页码：702 / 717
页数：16
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