Title :
A priori error bounds for the cubic sensor problem
Author :
Bucy, R.S. ; Pages, J.
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
2/1/1978 12:00:00 AM
Abstract :
A priori bounds are derived for a particular nonlinear filtering problem. Upper bounds are generated by construction of a suboptimal filter using sensor orbit coordinates. Further Monte Carlo evaluation of several suboptimal filters is given. Optimal performance is contrasted with various upper and lower bounds.
Keywords :
Linear systems, stochastic continuous-time; Nonlinear filtering; State estimation; Finite impulse response filter; Linear matrix inequalities; Matrices; Mean square error methods; Monte Carlo methods; Nonlinear equations; Riccati equations; Signal to noise ratio; Steady-state; Upper bound;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101684
