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Fundamental design tradeoffs in filtering, prediction, and smoothing

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Publication:4361422
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DOI10.1109/9.623085zbMath0886.93063OpenAlexW2137900665MaRDI QIDQ4361422

Graham C. Goodwin, Maria Marta Seron

Publication date: 28 October 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.623085


zbMATH Keywords

disturbancesfilteringsensitivity functionsfilter performance


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51)


Related Items

Fundamental performance properties of a general class of observers for linear systems having predictable disturbances ⋮ Connecting filtering and control sensitivity functions



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