• DocumentCode
    487082
  • Title

    Mean-Square-Error Bounds for Reduced-Order Linear State Estimators

  • Author

    Baram, Y. ; Kalit, G.

  • Author_Institution
    NASA Ames Research Center, Moffett Field, California
  • fYear
    1987
  • fDate
    10-12 June 1987
  • Firstpage
    1516
  • Lastpage
    1520
  • Abstract
    The mean-square error of reduced-order linear state estimators for continuous-time linear systems is investigated. Lower and upper bounds on the minimal mean-square error are presented. The bounds are readily computable at each time-point and at steady state from the solutions to the Ricatti and the Lyapunov equations. The usefulness of the error bounds for the analysis and design of reduced-order estimators is illustrated by a practical numerical example.
  • Keywords
    Covariance matrix; Equations; Linear systems; NASA; Research and development; State estimation; Steady-state; Time varying systems; Upper bound; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1987
  • Conference_Location
    Minneapolis, MN, USA
  • Type

    conf

  • Filename
    4789552
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=487082