We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising...We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.展开更多
Bob Dylan World Tour Beijing StopTime： 2011/4/6 Venue： Workers GymnasiumPrice： --Tickets are available at 86-10-64177845 Bob Dylan （born Robert Allen Zimmerman; May 24, 1941） is an American singer-songwriter, poe...Bob Dylan World Tour Beijing StopTime： 2011/4/6 Venue： Workers GymnasiumPrice： --Tickets are available at 86-10-64177845 Bob Dylan （born Robert Allen Zimmerman; May 24, 1941） is an American singer-songwriter, poet, and painter. He has been a major figure in music for five decades.展开更多
文摘We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.
文摘Bob Dylan World Tour Beijing StopTime： 2011/4/6 Venue： Workers GymnasiumPrice： --Tickets are available at 86-10-64177845 Bob Dylan （born Robert Allen Zimmerman; May 24, 1941） is an American singer-songwriter, poet, and painter. He has been a major figure in music for five decades.
