DocumentCode
3025024
Title
Bounds on estimation errors of discrete-time filters under modeling uncertainty
Author
Patel, Rajni V. ; Toda, M.
Author_Institution
University of Waterloo, Ontario, Canada
fYear
1979
fDate
10-12 Jan. 1979
Firstpage
612
Lastpage
617
Abstract
The performance of Kalman-type, linear, discrete-time filters in the presence of modeling errors is considered. The discussion is limited to stationary performance, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal and optimal (Kalman) filters. The computation of these bounds requires information on only the model matrices and the range of errors for these matrices. Consequently, a designer can easily compare the performance of a suboptimal filter with that of the optimal filter, when only the range of errors in the elements of the model matrices are available.
Keywords
Estimation error; Kalman filters; NASA; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1978.268002
Filename
4046189
Link To Document