The maximally achievable accuracy of linear optimal regulators and linear optimal filters
نویسندگان
چکیده
منابع مشابه
on the effect of linear & non-linear texts on students comprehension and recalling
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15 صفحه اولLimiting performance of optimal linear filters
We study the lowest achievablemean square estimation error in two limiting optimal linear filtering problems. First, when the intensity of the process noise tends to zero, the lowest achievable mean square estimation error is a function of the unstable poles of the system. Second, when the intensity of the measurement noise tends to zero, the lowest achievable mean square estimation error is a ...
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Morphological granulometries have been used successfully to discriminate textures in the context of classical featurebased classification, and more recently they have been used as observation variables for estimators in the context of random sets. This paper considers optimal linear parametric estimation of the law of a random set. It is set in a Bayesian framework in that estimation is of the ...
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In many common control charting situations, the statistic to be charted can be viewed as the output of a linear filter applied to the sequence of process measurement data. In recent work that has generalized this concept, the charted statistic is the output of a general linear filter in impulse response form, and the filter is designed by selecting its impulse response coefficients to optimize ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 1972
ISSN: 0018-9286
DOI: 10.1109/tac.1972.1099865