Treatment of bias in recursive filtering

作者: B. Friedland

DOI: 10.1109/TAC.1969.1099223

关键词:

摘要: … filter design may lead to unacceptably large errors [3] in the est,imate provided by the filter. … Application of the well-known [2] Kalman-Bucy recursive filtering theory to t.he process …

参考文章(4)
B. Friedland, On solutions of the Riccati equation in optimization problems IEEE Transactions on Automatic Control. ,vol. 12, pp. 303- 304 ,(1967) , 10.1109/TAC.1967.1098602
R. E. Kalman, R. S. Bucy, New Results in Linear Filtering and Prediction Theory Journal of Basic Engineering. ,vol. 83, pp. 95- 108 ,(1961) , 10.1115/1.3658902
Tamer Basar, A New Approach to Linear Filtering and Prediction Problems Journal of Basic Engineering. ,vol. 82, pp. 35- 45 ,(1960) , 10.1115/1.3662552
J. Huddle, D. Wismer, Degradation of linear filter performance due to modeling error IEEE Transactions on Automatic Control. ,vol. 13, pp. 421- 423 ,(1968) , 10.1109/TAC.1968.1098934