DocumentCode
834141
Title
Bounds on estimation errors of discrete-time filters under modeling uncertainty
Author
Toda, M. ; Patel, R.V.
Author_Institution
International Institute for Advanced Study of Social Information Sciences, Fujitsu Limited, Tokyo, Japan
Volume
25
Issue
6
fYear
1980
fDate
12/1/1980 12:00:00 AM
Firstpage
1115
Lastpage
1121
Abstract
The performance of Kalman-type linear discrete-time filters in the presence of modeling errors is considered, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal 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 evaluate the performance of a suboptimal filter when only the range of errors in the elements of the model matrices is available.
Keywords
Discrete-time filters; Kalman filtering; Linear systems, time-varying discrete-time; Covariance matrix; Estimation error; Gaussian noise; Information filtering; Information filters; Kalman filters; Noise measurement; Noise robustness; Nonlinear filters; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1980.1102502
Filename
1102502
Link To Document