Performance Bounds in Robust Filtering and Smoothing.
Abstract
Filtering and smoothing within a convex and closed family of stationary processes is considered. The performance criterion adopted is the mean square error. Using a saddle point game approach, we develop two classes of lower bounds for this error. Those bounds can be used as evaluation measure in the design of robust filters and smoothers. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 20, 1982
- Accession Number
- ADA125723
Entities
People
- P. Papantoni-kazakos
Organizations
- University of Connecticut