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

Techakesari, Onvaree, Ford, Jason J., & Nesic, Dragan (2012) Practical stability of approximating discrete-time filters with respect to model mismatch. Automatica, 48(11), pp. 2965-2970.

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    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. 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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    ID Code: 53737
    Item Type: Journal Article
    Additional Information: In Press, Corrected Proof version
    Keywords: Asymptotic stability, Discrete-time system, Filter stability, Model approximation, Modelling errors, Nonlinear filters, Practical stability
    DOI: 10.1016/j.automatica.2012.08.006
    ISSN: 2387–2399
    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
    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: 12 Apr 2013 02:12

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