Accession Number : AD0741925

Title :   Filtering and Control Performance Bounds with Implications on Asymptotic Separation,

Corporate Author : WASHINGTON UNIV ST LOUIS MO CONTROL SYSTEMS SCIENCE AND ENGINEERING

Personal Author(s) : Snyder,Donald L. ; Rhodes,Ian B.

Report Date : 26 APR 1972

Pagination or Media Count : 21

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