Title :
Bias estimation error induced by parameter uncertainties
Author :
Leondes, C.T. ; Pearson, J.O.
Author_Institution :
University of California Los Angeles, Los Angeles, CA, USA
fDate :
10/1/1973 12:00:00 AM
Abstract :
The effect of a class of plant parameter uncertainties upon the state vector estimation of a system driven by a deterministic forcing function is considered. For this problem the minimization of mean-square error and the minimization of bias error are opposing goals. The set of noninferior solutions for the optimal control problem whose performance index has components mean-square error and bias error is considered, and evaluated.
Keywords :
Linear systems, time-varying continuous-time; State estimation; Uncertain systems; Covariance matrix; Error correction; Estimation error; Filters; Optimal control; Performance analysis; State estimation; Uncertain systems; Uncertainty; Upper bound;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100372
