Discrete-Time Kalman Filter Error Bounds in the Presence of Misspecified Measurements

Ron Teichner, Ron Meir

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The performance of a discrete time Kalman filter in the presence of a misspecified measurement equation is considered. Analytical and easily calculable numerical bounds for the increment in filtering error energy are provided in an adversarial setting by formulating a high-dimensional optimization problem which is solvable via its Lagrange dual, a scalar convex optimization problem. The performance bounds are obtained for finite and infinite horizons.

Original languageEnglish
Title of host publication2023 European Control Conference, ECC 2023
ISBN (Electronic)9783907144084
DOIs
StatePublished - 2023
Event2023 European Control Conference, ECC 2023 - Bucharest, Romania
Duration: 13 Jun 202316 Jun 2023

Publication series

Name2023 European Control Conference, ECC 2023

Conference

Conference2023 European Control Conference, ECC 2023
Country/TerritoryRomania
CityBucharest
Period13/06/2316/06/23

Keywords

  • adversary
  • filtering
  • Kalman

All Science Journal Classification (ASJC) codes

  • Control and Optimization
  • Modelling and Simulation

Fingerprint

Dive into the research topics of 'Discrete-Time Kalman Filter Error Bounds in the Presence of Misspecified Measurements'. Together they form a unique fingerprint.

Cite this