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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
    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: 27 Feb 2013 07:03

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