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

被引：7
|
作者：
Techakesari, Onvaree [1 ]
Ford, Jason J. [1 ]
Nesic, Dragan [2 ]
机构：
[1] Queensland Univ Technol, Sch Elect Engn & Comp Sci, Brisbane, Qld 4001, Australia
[2] Univ Melbourne, Dept Elect & Elect Engn, Parkville, Vic 3010, Australia
来源：
AUTOMATICA | 2012年 / 48卷 / 11期
基金：
澳大利亚研究理事会;
关键词：
Asymptotic stability; Discrete-time systems; Filter stability; Model approximation; Modelling errors; Nonlinear filters; Practical stability; ASYMPTOTIC STABILITY; RELATIVE ENTROPY; ERROR-BOUNDS;
D O I：
10.1016/j.automatica.2012.08.006
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Practical stability is established in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters. (c) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码：2965 / 2970
页数：6
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