• DocumentCode
    845280
  • Title

    A lower bound on the estimation performance for stochastic control systems

  • Author

    Chen, Cheng-Wu ; Snyder, Donald L.

  • Author_Institution
    National Chiao-Tung University, Hsinchu, Taiwan
  • Volume
    29
  • Issue
    6
  • fYear
    1984
  • fDate
    6/1/1984 12:00:00 AM
  • Firstpage
    557
  • Lastpage
    559
  • Abstract
    A lower bound is derived on the mean-square-error in estimating the state of a nonlinear, stochastic, feedback-control system from nonlinear, non-Gaussian measurements.
  • Keywords
    Mean-square-error methods; Nonlinear systems, stochastic; State estimation, nonlinear systems; Stochastic systems, nonlinear; Control systems; Gaussian processes; Infinite horizon; Minimax techniques; Noise robustness; State estimation; Stochastic resonance; Stochastic systems; Transfer functions; Wiener filter;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103575
  • Filename
    1103575
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=845280