Cone-Bounded Nonlinearities and Mean-Square Bounds - Estimation Lower Bound.
Abstract
This paper is the second in a series of three in which performance bounds are derived for causal state estimation and regulation problems employing mean square criteria. The systems considered are partially-observed finite dimensional continuous-time stochastic processes driven by additive white Gaussian noise. The particular systems to which the bounds apply are those which, when modeled by Ito differential equations, contain drift (.dt) coefficients which are, to within a uniformly Lipschitz residual, jointly linear in the system state and externally applied control.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1974
- Accession Number
- ADA004170
Entities
People
- Alfred S. Gilman
- Ian B. Rhodes
Organizations
- University of Washington