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.
Performance Bounds for Continuous-time Filters in the Presence of Modeling Errors
IEEE Transactions on Aerospace and Electronic Systems ; AES-14 , 6 ; 912-919
01.11.1978
1743356 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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