Limiting performance of optimal linear discrete filters

DOI10.1016/S0005-1098(03)00090-6zbMath1023.93062MaRDI QIDQ1398400

Lamia Ben Jemaa, Edward Joseph Davison

Publication date: 29 July 2003

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

Kalman filterdiscrete-time systemoptimal filternon-minimum phaseperformance limitations\(H_2\)-filtercheap control problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Related Items (1)

Optimal singular control for nonlinear semistabilisation

Cites Work

• Unnamed Item
• Properties and calculation of transmission zeros of linear multivariable systems
• Limiting performance of optimal linear filters
• Performance limitations of non-minimum phase systems in the servomechanism problem
• Explicit solution to the singular discrete-time stationary linear filtering problem

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