Abstract:
The paper deals with the local sensitivity of the discrete-time infinite-horizon H/sup /spl infin// filtering problem. A new nonlinear perturbation bound is derived for t...Show MoreMetadata
Abstract:
The paper deals with the local sensitivity of the discrete-time infinite-horizon H/sup /spl infin// filtering problem. A new nonlinear perturbation bound is derived for the solution of the related matrix Riccati equation.
Date of Conference: 10-13 December 2002
Date Added to IEEE Xplore: 10 March 2003
Print ISBN:0-7803-7516-5
Print ISSN: 0191-2216
Contents 