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On performance limitations in estimation

  • Part I Identification For Robust Control
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Robustness in identification and control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 245))

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Abstract

In this paper, we address the performance limitation issues in estimation problems. Our purpose is to explicitly relate the best achievable estimation errors with simple plant characteristics. In particular, we study performance limitations in achieving two objectives: estimating a signal from its version corrupted by a white noise and estimating a Brownian motion from its version distorted by an LTI system.

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Author information

Authors and Affiliations

  1. Department of Electrical & Computer Engineering, Carnegie Mellon University, 5000 Forbes Avenue, 15213-3890, Pittsburgh, PA, USA

    Zhiyuan Ren

  2. Department of Electrical & Electronic Engineering, Hong Kong University of Science & Technology, Clear Water Bay, Kowloon, Hong Kong

    Li Qiu

  3. Department of Electrical Engineering, College of Engineering, University of California, 92521-0425, Riverside, CA, USA

    Jie Chen

Authors
  1. Zhiyuan Ren
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  2. Li Qiu
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  3. Jie Chen
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Editor information

A. Garulli (Assistant Professor)A. Tesi (Assistant Professor)

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© 1999 Springer-Verlag London Limited

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Ren, Z., Qiu, L., Chen, J. (1999). On performance limitations in estimation. In: Garulli, A., Tesi, A. (eds) Robustness in identification and control. Lecture Notes in Control and Information Sciences, vol 245. Springer, London. https://doi.org/10.1007/BFb0109866

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  • DOI: https://doi.org/10.1007/BFb0109866

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  • Publisher Name: Springer, London

  • Print ISBN: 978-1-85233-179-5

  • Online ISBN: 978-1-84628-538-7

  • eBook Packages: Springer Book Archive

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