We are concerned with obtaining bounds on the performance of Kalman-type, linear, continuous-time filters susceptible to modeling errors. Limiting the discussion to stationary performance, we obtain bounds on the performance index, the mean square error of estimates for suboptimal and optimal (Kalman) filters. The bounds are expressed in terms of the model matrices and the range of errors of the matrices. The results are useful to a designer in comparing the performance of a suboptimal filter with that of the optimal filter when he has information on the range of modeling errors. The tightness of the bounds is shown by an application of the results in the estimation of the motion of an aircraft carrier at sea.


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    Performance Bounds for Continuous-time Filters in the Presence of Modeling Errors


    Beteiligte:
    Toda, Mitsuhiko (Autor:in) / Patel, Rajnikst (Autor:in)

    Erschienen in:

    Erscheinungsdatum :

    01.11.1978


    Format / Umfang :

    1743356 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



    Modeling Errors in Kalman Filters

    T. Nishimura | NTIS | 1970


    Modeling errors in Kalman filters

    Nishimura, T. | NTRS | 1970


    Modeling errors in Kalman filters

    Nishimura, T. | NTRS | 1970


    Performance Bounds for Nonlinear Filters

    Lu, S. | Online Contents | 1997


    Performance bounds for nonlinear filters

    Shan Lu / Doerschuk, P.C. | IEEE | 1997