IEEE - Institute of Electrical and Electronics Engineers, Inc. - Limiting performance of optimal linear discrete filters

Proceedings of 2000 American Control Conference (ACC 2000)

Author(s): Jemaa, L.B. ; Davison, E.J.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2000
Conference Location: Chicago, IL, USA
Conference Date: 28 June 2000
Volume: 6
ISBN (Paper): 0-7803-5519-9
ISSN (Paper): 0743-1619
DOI: 10.1109/ACC.2000.877007
Regular:

The limiting variance of the estimation error is obtained for the optimal H/sub 2/ filter for discrete time systems when the intensity of the measurement noise tends to zero. In particular, an... View More

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