On The Numerical Stability of Time-Discretised State Estimation via Clark Transformations

Proceedings of the IEEE Conference on Decision and Control

Volumn 2, Issue , 2003, Pages 1406-1412

  Malcolm, W P ^a   Elliott, R J ^a,b   Van der Hoek, John ^a  

^a UNIVERSITY OF ADELAIDE   (Australia)

^b UNIVERSITY OF CALGARY   (Canada)

Author keywords

Poisson Processes; Robust Filters; Skorokhod Metric; Wonham Filter

Indexed keywords

APPROXIMATION THEORY; BROWNIAN MOVEMENT; CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC CONTROL SYSTEMS;

POISSON PROCESSES; ROBUST FILTERS; SKOROKHOD METRIC; WONHAM FILTERS;

STATE ESTIMATION;

EID: 1542328982     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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