Sufficiently informative measurements for stability of approximate conditional mean estimates

Techakesari, Onvaree & Ford, Jason J. (2012) Sufficiently informative measurements for stability of approximate conditional mean estimates. In Proceedings of the 2nd Australian Control Conference, Engineers Australia, Sydney, N.S.W.

[img] Accepted Version (PDF 229kB)
Administrators only | Request a copy from author


    This paper establishes sufficient conditions to bound the error in perturbed conditional mean estimates derived from a perturbed model (only the scalar case is shown in this paper but a similar result is expected to hold for the vector case). The results established here extend recent stability results on approximating information state filter recursions to stability results on the approximate conditional mean estimates. The presented filter stability results provide bounds for a wide variety of model error situations.

    Impact and interest:

    Citation countsare 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.

    ID Code: 53898
    Item Type: Conference Paper
    Additional URLs:
    Keywords: Filter Stability, Approximating Model, Modelling Error, Conditional Mean Estimate
    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 Engineers Australia
    Deposited On: 28 Sep 2012 12:05
    Last Modified: 14 Nov 2014 07:16

    Export: EndNote | Dublin Core | BibTeX

    Repository Staff Only: item control page