Minimum variance estimation of parameters constrained by bounds
โ Scribed by Monin, A.; Salut, G.
- Book ID
- 118690904
- Publisher
- IEEE
- Year
- 2001
- Tongue
- English
- Weight
- 127 KB
- Volume
- 49
- Category
- Article
- ISSN
- 1053-587X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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.
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