Practical stability of approximating discrete-time filters with respect to model mismatch

DOI10.1016/J.AUTOMATICA.2012.08.006MaRDI QIDQ694854zbMATH OpenOpenAlexFDO

Authors Onvaree Techakesari, Jason J. Ford, Dragan Nešić

Publication date 13 December 2012

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://eprints.qut.edu.au/53737/1/TF.2.submitted-final-2.pdf

zbMATH Keywords

filter stabilityasymptotic stabilitydiscrete-time systemsnonlinear filtersmodelling errorspractical stabilitymodel approximation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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Cited in

(4)

• Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
• Stability of the discrete time filter in terms of the tails of noise distributions
• Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation
• Use of approximate discrete-time models in filtering and regulation of continuous-time processes

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