Limiting performance of optimal linear filters
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Publication:1295082
DOI10.1016/S0005-1098(98)00144-7zbMATH Open0931.93071MaRDI QIDQ1295082FDOQ1295082
Authors: Julio H. Braslavsky, D. Q. Mayne, María M. Seron, P. V. Kokotović 
Publication date: 5 December 1999
Published in: Automatica (Search for Journal in Brave)
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Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51) Perturbations in control/observation systems (93C73)
Cited In (14)
- A note on Kalman-Bucy filters with zero measurement noise
- On the filtering of noise-contaminated signals observed via hard limiters
- Suboptimal solution of a cheap control problem for linear systems with multiple state delays
- Filtering with a limiter (improved performance)
- Design of minimax linear filters based on local and integral criteria
- Sensitivity limitations for multivariable linear filtering
- Closed-form solution for a class of continuous-time algebraic Riccati equations
- Limiting performance of optimal linear discrete filters
- Robust trajectory tracking: differential game/cheap control approach
- Cheap decoupled control
- Explicit Solution for a Class of Discrete-Time Algebraic Riccati Equations
- Optimal estimators for time-averaged measurement systems
- Novel insights on the stabilising solution to the continuous-time algebraic Riccati equation
- Asymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbances
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