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- W2180149114 abstract "The limiting variance of the estimation error is obtained for the optimal H2 filter for discrete time systems when the intensity of the measurement noise tends to zero. In particular, an explicit expression is obtained for the lowest achievable mean-square error when the measurement noise is slowly varying and has intensity which tends to zero. This limitation can be characterized completely by the system order, the dimension of the process noise, the number of the system's transmission zeros, and the location of the system's unstable transmission zeros." @default.
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- W2180149114 date "2003-07-01" @default.
- W2180149114 modified "2023-10-18" @default.
- W2180149114 title "Limiting performance of optimal linear discrete filters" @default.
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- W2180149114 doi "https://doi.org/10.1016/s0005-1098(03)00090-6" @default.
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