Limiting performance of optimal linear filters
type: Item
instance of: scholarly article
title: Limiting performance of optimal linear filters
zbMATH Open document ID: 0931.93071
DOI: 10.1016/S0005-1098(98)00144-7
author: Julio H. Braslavsky
author: D. Q. Mayne
author: María M. Seron
author: P. V. Kokotović
published in: Automatica
publication date: 1999-12-05T00:00:00Z
review text: The time continuous linear filtering problem is discussed by mean-square estimation if the intensities of the noise process of the state equation or the intensities of the measurement noise tend to zero.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93B51
Mathematics Subject Classification ID: 93C73
zbMATH DE Number: 1325687
zbMATH Keywords: optimal filtering
zbMATH Keywords: performance limits
zbMATH Keywords: singular perturbations
reviewed by: Wilfried Grecksch
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1325687