On the stability bounds of Kalman filters for linear deterministic discrete-time systems
Peer reviewed, Journal article
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Original versionIEEE Transactions on Automatic Control. 2020, 65 (10), 4434-4439. 10.1109/TAC.2020.2966150
In this article, we prove input-to-state stability of the estimation error of the discrete-time Kalman filter under suitable assumptions. Input-to-state stability is an important prerequisite for the use of many contemporary analysis tools for cascaded and interconnected systems. In this way, this article provides a missing link for the rigorous analysis of systems, of which the Kalman filter is a subsystem, using these tools.