Stability of receding horizon Kalman filter in state estimation of linear time-varying systems

João B. R. do Val, Eduardo F. Costa. Stability of receding horizon Kalman filter in state estimation of linear time-varying systems. In 39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000. pages 3801-3806, IEEE, 2000. [doi]

@inproceedings{ValC00,
  title = {Stability of receding horizon Kalman filter in state estimation of linear time-varying systems},
  author = {João B. R. do Val and Eduardo F. Costa},
  year = {2000},
  doi = {10.1109/CDC.2000.912303},
  url = {https://doi.org/10.1109/CDC.2000.912303},
  researchr = {https://researchr.org/publication/ValC00},
  cites = {0},
  citedby = {0},
  pages = {3801-3806},
  booktitle = {39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000},
  publisher = {IEEE},
  isbn = {0-7803-6638-7},
}