Performance index sensitivity of the constrained minimum variance input- output estimator

DOI10.1016/0005-1098(81)90060-1MaRDI QIDQ1156761zbMATH OpenOpenAlexFDO

Authors Ferenc Sipos, Janos J. Gertler

Publication date 1981

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(81)90060-1

zbMATH Keywords

sensitivity analysisoptimal filteringstate estimationcomputer simulationsensitivity indexquadratic performance indexconstraint theorydistorting noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• A constrained minimum variance input-output estimator for linear dynamic systems
• Error analysis of modeling and bias errors in continuous time state estimation
• Initial-condition robustness of linear least squares filtering algorithms
• Minimum-sensitivity filter for linear time-invariant stochastic systems with uncertain parameters
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Sensitivity analysis of discrete filtering and smoothing algorithms
• Sensitivity analysis of fixed point linear smoothing algorithms
• Sensitivity of the Performance of Optimal Linear Control Systems to Parameter Variations†

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