Practical stability of approximating discrete-time filters with respect to model mismatch
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. Practical stability is established in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. 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.
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|Item Type:||Journal Article|
|Keywords:||Asymptotic stability, Discrete-time system, Filter stability, Model approximation, Modelling errors, Nonlinear filters, Practical stability|
|Subjects:||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|
Current > Schools > School of Electrical Engineering & Computer Science
Current > QUT Faculties and Divisions > Science & Engineering Faculty
|Copyright Owner:||Copyright 2012 Elsevier Ltd.|
|Copyright Statement:||This is the author’s version of a work that was accepted for publication in Automatica. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Automatica, [vol:48, no:11, (2012)] DOI: 10.1016/j.automatica.2012.08.006|
|Deposited On:||20 Sep 2012 08:21|
|Last Modified:||02 Dec 2013 01:33|
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