DocumentCode
3468287
Title
The Kalman-Bucy filter accuracy in the guaranteed estimation problem
Author
Bobrick, G.I. ; Golovan, A.A. ; Matasov, A.I.
Author_Institution
Inst. of Mech., Moscow State Univ., USSR
fYear
1991
fDate
11-13 Dec 1991
Firstpage
3066
Abstract
The optimal guaranteed a priori estimation problem is considered. The Kalman-Bucy filter is used for the approximate solution of this problem. An analytical estimate for the nonoptimality degree of the Kalman-Bucy filter is obtained. This estimate is determined solely by the Kalman-Bucy filter characteristics. Thus the Kalman-Bucy filter efficiency can be established without accurate solution of the difficult optimal guaranteed estimation problem
Keywords
Kalman filters; filtering and prediction theory; identification; Kalman-Bucy filter accuracy; guaranteed estimation problem; nonoptimality degree; Equations; Estimation error; Filters; Mathematical programming; Noise measurement; Parameter estimation; Robustness; Testing; Vectors; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261114
Filename
261114
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