DocumentCode :
795242
Title :
Linear estimation in the presence of errors in assumed plant dynamics
Author :
Neal, S.
Author_Institution :
US Naval Ordinance Test Station, China Lake, CA, USA
Volume :
12
Issue :
5
fYear :
1967
fDate :
10/1/1967 12:00:00 AM
Firstpage :
592
Lastpage :
594
Abstract :
This paper is concerned with certain practical aspects of linear estimation theory. Several questions, which arise during most applications of the theory, are partially answered by considering the following problem: Obtain the linear minimum variance estimate of the system x_{n+1} = (\\Phi _{n+1.n} + \\delta \\Phi _{n+1.n})x_{n} + w_{n} y_{n} = M_{n}x_{n} when the assumed model is given by x_{n+1} = \\Phi _{n+1.n}x_{n} + w_{n} y_{n} = M_{n}x_{n}
Keywords :
Estimation; Linear systems, time-varying discrete-time; Estimation error; Estimation theory; Lakes; Linear systems; Linearity; Measurement errors; Parameter estimation; Random variables; Steady-state; Testing;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1967.1098683
Filename :
1098683
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=795242
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