• 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.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=795242