Mean-square asymptotic analysis of cross-coupled Kalman filter state-estimation algorithm for bilinear systems

TitleMean-square asymptotic analysis of cross-coupled Kalman filter state-estimation algorithm for bilinear systems
Publication TypeConference Paper
Year of Publication2002
AuthorsTadic, V. B., and V. Krishnamurthy
Conference NameAmerican Control Conference, 2002. Proceedings of the 2002
Pagination881 - 886 vol.2
Keywordsbilinear systems, cross-coupled Kalman filter state-estimation algorithm, filtering theory, Kalman filters, mean-square asymptotic analysis, partially observed bilinear stochastic system, recursive cross-coupled Kalman filter algorithm, state estimation, stochastic systems
Abstract

In this paper, we present an asymptotic analysis of a recursive cross-coupled Kalman filter algorithm for estimating the state of a partially observed bilinear stochastic system. The cross-coupled Kalman filter algorithm consists of two Kalman filters-each Kalman filter estimating the state of one of the two state components of the bilinear system. Our asymptotic analysis involves mean square asymptotic results on the tracking capabilities of the resulting cross-coupled Kalman filter algorithm.

URLhttp://dx.doi.org/10.1109/ACC.2002.1023127
DOI10.1109/ACC.2002.1023127

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