Accession Number:

AD0741925

Title:

Filtering and Control Performance Bounds with Implications on Asymptotic Separation,

Descriptive Note:

Corporate Author:

WASHINGTON UNIV ST LOUIS MO CONTROL SYSTEMS SCIENCE AND ENGINEERING

Personal Author(s):

• Snyder,Donald L.
• Rhodes,Ian B.

Report Date:

1972-04-26

Pagination or Media Count:

21.0

Abstract:

Lower bounds are derived on the error covariance in causally filtering from various nonlinear observation formats, including doubly-stochastic Poisson processes. These lead to performance bounds and conditions for asymptotic separation in stochastic control problems. Author

Descriptors:

• (*ADAPTIVE CONTROL SYSTEMS
• MATHEMATICAL MODELS)
• STOCHASTIC PROCESSES
• NONLINEAR SYSTEMS
• LINEAR SYSTEMS
• ASYMPTOTIC SERIES
• WHITE NOISE
• NUMERICAL ANALYSIS
• FEEDBACK
• OPTIMIZATION

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE