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
Computational experience with the constrained minimum variance input-output estimator
โ Scribed by Janos Gertler; Gyula Varga; Ferenc Sipos
- Publisher
- Elsevier Science
- Year
- 1980
- Tongue
- English
- Weight
- 310 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0005-1098
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โฆ Synopsis
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.
๐ SIMILAR VOLUMES
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 allo