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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Krause, James Khargonekar, Pramod P. |
| Copyright Year | 1991 |
| Description | Author affiliation: University of Michigan, Dept. of Electrical Engineering, Ann Arbor, MI 48105 (Khargonekar, Pramod P.) || Honeywell Systems and Research Center, 3660 Technology Drive, Minneapolis, Minnesota 55418 (Krause, James) |
| Abstract | This paper compares the formulation and solution of two linear parameter estimation problems. For the first problem, the uncertainty is generated by white Gaussian noise, and the solution is the Kalman filter. For the second problem the uncertainty is unmodeled dynamics in the unit ball in $H^{¿}$ or its nonlinear cover, and the particular solution studied here is a deterministic robust estimator which was introduced circa 1987. This paper compares the solutions in geometric terms, in philosophical terms, and in terms of the estimator's recursive implementation. |
| Starting Page | 2825 |
| Ending Page | 2831 |
| File Size | 542366 |
| Page Count | 7 |
| File Format | |
| ISBN | 0879425652 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1991-06-26 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | American Automatic Control Council(AACC) |
| Subject Keyword | Stochastic processes Robustness Uncertainty Stochastic resonance Optimal control Recursive estimation State estimation Stochastic systems Nonlinear dynamical systems Parametric statistics |
| Content Type | Text |
| Resource Type | Article |
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