QUT ePrints

Practical stability of approximating discrete-time filters with respect to model mismatch using relative entropy concepts

Techakesari, Onvaree, Ford, Jason J., & Nesic, Dragan (2011) Practical stability of approximating discrete-time filters with respect to model mismatch using relative entropy concepts. In Proceedings from the 50th IEEE Conference on Decision and Control, IEEE, Hilton Orlando, Orlando, Florida, pp. 1-8. (In Press)

View at publisher

Abstract

This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Using local consistency assumption, the practical stability established is in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Significantly, these practical stability results do not require the approximating model to be of the same model type as the true system. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters.

Impact and interest:

1 citations in Scopus
Search Google Scholar™
0 citations in Web of Science®

Citation counts are sourced monthly from Scopus and Web of Science® citation databases.

These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science® generally from 1980 onwards.

Citations counts from the Google Scholar™ indexing service can be viewed at the linked Google Scholar™ search.

Full-text downloads:

108 since deposited on 11 Aug 2011
14 in the past twelve months

Full-text downloads displays the total number of times this work’s files (e.g., a PDF) have been downloaded from QUT ePrints as well as the number of downloads in the previous 365 days. The count includes downloads for all files if a work has more than one.

ID Code: 43921
Item Type: Conference Paper
Keywords: Practical Stability, Approximate Filtering, Discrete-Time, Nonlinear, Relative Entropy
Subjects: Australian and New Zealand Standard Research Classification > ENGINEERING (090000) > ELECTRICAL AND ELECTRONIC ENGINEERING (090600) > Control Systems Robotics and Automation (090602)
Australian and New Zealand Standard Research Classification > ENGINEERING (090000) > ELECTRICAL AND ELECTRONIC ENGINEERING (090600) > Signal Processing (090609)
Divisions: Current > Research Centres > Australian Research Centre for Aerospace Automation
Past > QUT Faculties & Divisions > Faculty of Built Environment and Engineering
Past > Schools > School of Engineering Systems
Funding:
Copyright Owner: Copyright 2011 IEEE
Copyright Statement: Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Deposited On: 11 Aug 2011 22:52
Last Modified: 16 Sep 2014 01:11

Export: EndNote | Dublin Core | BibTeX

Repository Staff Only: item control page