NDLI: Bounding filters in the presence of inexactly known parameters

Content Provider	IEEE Xplore Digital Library
Author	Nahi, N.E. Weiss, I.M.
Copyright Year	1971
Description	Author affiliation: University of Southern California, Los Angeles, California (Nahi, N.E.; Weiss, I.M.)
Abstract	Kalman-Bucy (K/B) filtering assumes that the linear dynamic system and corresponding noise statistics are exactly known. When this information is only approximately known, an optimum bounding filter can be designed for specific versions (steady state time-invariant with scalar observations) of the K/B problem. A system is designed in which the actual estimation error covariance is bounded by the covariance calculated by the estimator. Therefore, the estimator obtains a bound on the actual error covariance which is not available and also the apparent divergence is prevented. The bounding filter can be designed to be of lower order than the original system, however, this results in a higher error covariance. Conditions for the design of the optimum (minimum mean square error) bounding filter within a permissible class are derived. Since the specific K/B problem is formulated as an equivalent Wiener filtering problem, therefore, all the results are applicable to the design of bounding filters for Wiener problems. The design of a bounding filter is illustrated by an example.
Starting Page	154
Ending Page	159
File Size	503772
Page Count	6
File Format	PDF
DOI	10.1109/CDC.1971.270967
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1971-12-15
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Filters
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in