• DocumentCode
    2536883
  • Title

    Limiting performance of optimal linear discrete filters

  • Author

    Jemaa, L. Ben ; Davison, E.J.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Toronto Univ., Ont., Canada
  • Volume
    6
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    4174
  • Abstract
    The limiting variance of the estimation error is obtained for the optimal H2 filter for discrete time systems when the intensity of the measurement noise tends to zero. In particular, an explicit expression is obtained for the lowest achievable mean-square error when the measurement noise is slowly varying and has intensity which tends to zero. This limitation can be characterized completely by the number and location of the system´s unstable transmission zeros
  • Keywords
    Kalman filters; discrete time filters; discrete time systems; linear systems; state estimation; state-space methods; Kalman filter; discrete time systems; linear discrete filters; linear time invariant systems; measurement noise; nonminimum phase systems; optimal filter; state space; unstable transmission zeros; Discrete time systems; Estimation error; Filtering theory; Hydrogen; Noise measurement; Nonlinear filters; Riccati equations; Time measurement; Transfer functions; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2000. Proceedings of the 2000
  • Conference_Location
    Chicago, IL
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-5519-9
  • Type

    conf

  • DOI
    10.1109/ACC.2000.877007
  • Filename
    877007
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2536883