𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Practical stability of approximating discrete-time filters with respect to model mismatch

✍ Scribed by Onvaree Techakesari; Jason J. Ford; Dragan Nešić

Book ID
118426065
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
349 KB
Volume
48
Category
Article
ISSN
0005-1098

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On asymptotic stability of continuous-ti
On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions
✍ Subhrakanti Dey; Charalambos D. Charalambous 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 128 KB

In this paper, we consider the problem of risk-sensitive ÿltering for continuous-time stochastic linear Gaussian time-invariant systems. In particular, we address the problem of forgetting of initial conditions. Our results show that suboptimal risk-sensitive ÿlters initialized with arbitrary Gaussi