Bounds on performance of nonstationary continuous-time filters under modelling uncertainty

DOI10.1016/0005-1098(84)90072-4zbMath0538.93062OpenAlexW2477581363MaRDI QIDQ793688

N. E. Zubov

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90072-4

zbMATH Keywords

uncertaintymodellingKalman filtersperformance bounds

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Model systems in control theory (93C99)

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Cites Work

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• Bounds on estimation errors of discrete-time filters under modeling uncertainty
• Kronecker products and matrix calculus in system theory
• Sensitivity analysis of fixed point linear smoothing algorithms