Abstract
Optimal estimators of systems with interrupted measurements are infinite dimensional, because these systems belong to the class of hybrid systems. This renders the calculation of a lower bound for the estimation error of the interruption process in these systems of particular interest. Recently it has been shown that a Cramér-Rao-type lower bound on the interruption process estimation error is trivially zero. In the present work a nonzero lower bound for a class of systems with Markovian interruption variables is proposed. Derivable using the well known Weiss-Weinstein bound, this lower bound can be easily evaluated using a simple recursive algorithm. The proposed lower bound depends on the ability to decrease the state uncertainty using a single measurement and permits, in some cases, efficient estimators.
| Original language | English |
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| Pages (from-to) | 4865-4870 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 5 |
| State | Published - 2003 |
| Event | 42nd IEEE Conference on Decision and Control - Maui, HI, United States Duration: 9 Dec 2003 → 12 Dec 2003 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization