Limiting performance of optimal linear filters

DOI10.1016/S0005-1098(98)00144-7MaRDI QIDQ1295082zbMATH OpenFDO

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)

zbMATH Keywords

optimal filteringsingular perturbationsperformance limits

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51) Perturbations in control/observation systems (93C73)

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(14)

• Novel insights on the stabilising solution to the continuous-time algebraic Riccati equation
• Robust trajectory tracking: differential game/cheap control approach
• Suboptimal solution of a cheap control problem for linear systems with multiple state delays
• Filtering with a limiter (improved performance)
• Sensitivity limitations for multivariable linear filtering
• Closed-form solution for a class of continuous-time algebraic Riccati equations
• A note on Kalman-Bucy filters with zero measurement noise
• Cheap decoupled control
• Optimal estimators for time-averaged measurement systems
• On the filtering of noise-contaminated signals observed via hard limiters
• Asymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbances
• Design of minimax linear filters based on local and integral criteria
• Explicit solution for a class of discrete-time algebraic Riccati equations
• Limiting performance of optimal linear discrete filters

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