Title :
A lower bound on the estimation performance for stochastic control systems
Author :
Chen, Cheng-Wu ; Snyder, Donald L.
Author_Institution :
National Chiao-Tung University, Hsinchu, Taiwan
fDate :
6/1/1984 12:00:00 AM
Abstract :
A lower bound is derived on the mean-square-error in estimating the state of a nonlinear, stochastic, feedback-control system from nonlinear, non-Gaussian measurements.
Keywords :
Mean-square-error methods; Nonlinear systems, stochastic; State estimation, nonlinear systems; Stochastic systems, nonlinear; Control systems; Gaussian processes; Infinite horizon; Minimax techniques; Noise robustness; State estimation; Stochastic resonance; Stochastic systems; Transfer functions; Wiener filter;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103575
