Filtering and Control Performance Bounds with Implications on Asymptotic Separation,

Abstract

Lower bounds are derived on the error covariance in causally filtering from various nonlinear observation formats, including doubly-stochastic Poisson processes. These lead to performance bounds and conditions for asymptotic separation in stochastic control problems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 26, 1972
Accession Number
AD0741925

Entities

People

  • Donald L. Snyder
  • Ian B. Rhodes

Organizations

  • University of Washington

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Filtration
  • Information Science
  • Mathematics
  • Observation
  • Stochastic Control

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.