Journal article
Practical stability of approximating discrete-time filters with respect to model mismatch
Onvaree Techakesari, Jason J Ford, Dragan Nesic
AUTOMATICA | PERGAMON-ELSEVIER SCIENCE LTD | Published : 2012
Abstract
This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Practical stability is established in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters.
Grants
Awarded by Australian Research Council's Linkage Projects funding scheme
Funding Acknowledgements
This research was supported under Australian Research Council's Linkage Projects funding scheme (project number LP100100302) and the Smart Skies Project, which is funded, in part, by the Queensland State Government Smart State Funding Scheme. The work of the last author is supported by the Australian Research Council under the Future Fellow and Discovery Project schemes. The material in this paper was partially presented at 50th IEEE Conference on Decision and Control (CDC 2011), December 12-15, 2011, Orlando, Florida, USA. This paper was recommended for publication in revised form by Associate Editor Valery Ugrinovskii under the direction of Editor Ian R. Petersen.