Bias, variance, and estimation error in reduced order filters

DOI10.1016/0005-1098(76)90040-6zbMath0363.93037OpenAlexW2002213283MaRDI QIDQ1240703

Jesse C. Ryles, Kenneth D. Herring, Robert B. Asher

Publication date: 1976

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(76)90040-6

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (1)

The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise

Cites Work

• Optimization of stochastic systems. Topics in discrete-time systems
• Stochastic processes and filtering theory
• Error analysis of modeling and bias errors in continuous time state estimation
• Sensitivity analysis of fixed point linear smoothing algorithms
• Sensitivity analysis of discrete filtering and smoothing algorithms
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