Adaptive Systems

The upper bound of an r.m.s. criterion for filtering performance in quasi-linear models with incomplete information

P. P. Gusak

Moscow

Abstract: The filtering problem is solved for models which give only an approximate description of the process. A recurrence state estimate is associated with the upper bound for the r.m.s. performance criterion. The effectiveness of the approach is illustra­ ted with a numerical example.

UDC: 62-501.5:621.391.172


Received: 29.01.1980

 English version: Automation and Remote Control, 1981, 42:4, 466–471

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