• DocumentCode
    825753
  • 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
  • Volume
    23
  • Issue
    1
  • fYear
    1978
  • fDate
    2/1/1978 12:00:00 AM
  • Firstpage
    88
  • Lastpage
    91
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1978.1101684
  • Filename
    1101684
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=825753