✦ LIBER ✦

Performance index sensitivity of the constrained minimum variance input-output estimator

✍ Scribed by Janos Gertler; Ferenc Sipos

Publisher: Elsevier Science
Year: 1981
Tongue: English
Weight: 367 KB
Volume: 17
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(81)90060-1

No coin nor oath required. For personal study only.

✦ Synopsis

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 theoretical considerations are substantiated by simulation results.

General sensitivity considerations

Let 0 denote the vector of system (process and noise) parameters and a that of the estimator parameters. Note that *

📜 SIMILAR VOLUMES

Computational experience with the constr

Computational experience with the constrained minimum variance input-output estimator

✍ Janos Gertler; Gyula Varga; Ferenc Sipos 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 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.

A constrained minimum variance input-out

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

✍ J. Gertler 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 435 KB

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