卡尔曼滤波稳定性及误差分析：随机线性系统可控性可观测性.pptx

ThestabilityofKalmanfilteringanderroranalyze(1)Kalmandiscover:ifformersystemiscompletelyuniformly(一致的)controllableandobservable,thenKalmanfilteringsystemisuniformlyasymptotic(渐近)stability.一.Controllabilityandobservabilityofrandomlinearsystem.Ifthesystemsatisfythefollowthreeconditionsbaseoncompletelycontrollability,thenwecallthesystemisuniformlycompletelycontrollable.Toatime-varyingsystem,ifstationaryoftimearandomstateexistanon-constraintcontrolvectoru(t)makethestateoftimethethenweca