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.

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Abstract

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.

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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
Funding:
Copyright Owner: Copyright 2012 Engineers Australia
Deposited On: 28 Sep 2012 02:05
Last Modified: 13 Nov 2014 21:16

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