๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A constrained minimum variance input-output estimator for linear dynamic systems

โœ Scribed by J. Gertler

Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
435 KB
Volume
15
Category
Article
ISSN
0005-1098

No coin nor oath required. For personal study only.

โœฆ Synopsis

A stationary estimator is presented that provides estimates for both the outputs and the inputs of linear timeinvariant systems. The estimates satisfy the input-output equations and are optimal in a weighted minimum variance sense. It is shown that the true optimum problem is too complicated to allow a general closed-form solution and a sub-optimal approach is suggested that leads to a simple computational algorithm.

๐Ÿ“œ SIMILAR VOLUMES

Computational experience with the constr
Computational experience with the constrained minimum variance input-output estimator
โœ Janos Gertler; Gyula Varga; Ferenc Sipos ๐Ÿ“‚ Article ๐Ÿ“… 1980 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 310 KB

Abstraet~he numerical algorithm for the off-line design of the constrained minimum variance input Output estimator has been verified on a series of sample problems. While it has been found to work in the vast majority of practical cases, some computationally weak points have also been identified.

Performance index sensitivity of the con
Performance index sensitivity of the constrained minimum variance input-output estimator
โœ Janos Gertler; Ferenc Sipos ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 367 KB

After some general considerations, the variations of the performance index under different error conditions are investigated. The specific effects discussed are the misestimation of the process parameters and that of the zeroshift noise covariance matrix and also the non-zero mean of the noise. The

Output regulation for linear discrete-ti
Output regulation for linear discrete-time systems subject to input saturation
โœ Ravi Mantri; Ali Saberi; Zongli Lin; Anton A. Stoorvogel ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 321 KB ๐Ÿ‘ 2 views

The purpose of this paper is to examine the problem of controlling a linear discrete-time system subject to input saturation in order to have its output track (or reject) a family of reference (or disturbance) signals produced by some external generator. It is shown that a semi-global framework, rat

Analytical approximation for stationary
Analytical approximation for stationary reliability of certain and uncertain linear dynamic systems with higher-dimensional output
โœ A. A. Taflanidis; J. L. Beck ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 486 KB

An analytical approximation for the calculation of the stationary reliability of linear dynamic systems with higher-dimensional output under Gaussian excitation is presented. For systems with certain parameters theoretical and computational issues are discussed for two topics: (1) the correlation of