Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10398724 | Automatica | 2012 | 6 Pages |
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.
Keywords
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Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Onvaree Techakesari, Jason J. Ford, Dragan NeÅ¡iÄ,