Lp‐stability of estimation errors of kalman filter for tracking time‐varying parameters

Abstract
The Kalman filtering algorithm, owing to its optimality in some sense, is widely used in systems and control, signal processing and many other fields. This paper presents a detailed analysis for theLp‐stability of tracking errors when the Kalman filter is used for tracking unknown time‐varying parameters. The results of this paper differ from the previous ones in that the regression vector (in a linear regression model) or the output matrix (in state space terminology) is random rather than deterministic. The context is kept general so that, in particular, the time‐varying parameter is allowed to be unbounded, and no assumption of stationarity or independence for signals is made.

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