In this note, we investigate the asymptotic stability of the filter for minimum-variance unbiased input and state estimation developed by Gillijns and De Moor. Sufficient conditions for the stability are proposed and proven, with inspiration from the Kalman filter stability analysis. © 2012 Elsevier Ltd. All rights reserved.
CITATION STYLE
Fang, H., & De Callafon, R. A. (2012). On the asymptotic stability of minimum-variance unbiased input and state estimation. Automatica, 48(12), 3183–3186. https://doi.org/10.1016/j.automatica.2012.08.039
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