Filtering and control performance bounds
β
Donald L. Snyder; Ian B. Rhodes
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Article
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1972
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Elsevier Science
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English
β 634 KB
Lower bounds can be derived on the error covariance in causally filtering from various nonlinear observation formats, including doubly-stochastic Poisson processes. These lead to performance bounds and conditions for asymptotic separation in stochastic control problems. Summary--A bound is derived