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

DOI10.1016/0005-1098(81)90060-1zbMath0468.93073OpenAlexW2416649359MaRDI QIDQ1156761

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 analysisstate estimationcomputer simulationoptimal filteringsensitivity 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

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• A constrained minimum variance input-output estimator for linear dynamic systems
• Error analysis of modeling and bias errors in continuous time state estimation
• Minimum-sensitivity filter for linear time-invariant stochastic systems with uncertain parameters
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Initial-condition robustness of linear least squares filtering algorithms
• Sensitivity analysis of fixed point linear smoothing algorithms
• Sensitivity analysis of discrete filtering and smoothing algorithms
• Sensitivity of the Performance of Optimal Linear Control Systems to Parameter Variations†

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