Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements.
Aneel TanwaniOlga O. YuferevaPublished in: Autom. (2020)
Keyphrases
- error bounds
- error accumulation
- measurement noise
- lipschitz continuity
- error criterion
- error rate
- error estimates
- error tolerance
- measurement errors
- measurement error
- lower bound
- optimal filter
- computationally efficient
- covariance matrix
- sparsely sampled
- training error
- band limited
- image sequences
- pairwise
- error estimation
- variance reduction
- poisson process
- closed form
- set valued
- low pass filter
- sampled data
- adaptive filtering
- prediction error