𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A note on the concepts of linear and quadratic sufficiency

✍ Scribed by Jürgen Groβ

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
374 KB
Volume
70
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.

✦ Synopsis

Under the general Gauss-Markov model y = X/~ + e, linear transformations Fy of the observable random vector y which preserve enough information to release the best linear unbiased predictor/estimator of E as a linear function of Fy are considered. Transformations with this property are called 'linearly error-sufficient'. It is shown how linear error-sufficiency is connected with known concepts of linear and quadratic sufficiency and several new results are delivered.

📜 SIMILAR VOLUMES

On the robustness of jump linear quadrat
On the robustness of jump linear quadratic control
✍ E.-K. Boukas; A. Swierniak; H. Yang 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB 👁 2 views

This paper deals with the problem of how to render the jump linear quadratic (JLQ) control robust. Mainly, we present sufficient conditions for quadratic stabilization and guaranteed cost control of uncertain jump linear system using state feedback control. The proposed control law contains two comp