DocumentCode
808222
Title
Weighted least squares stationary approximations to linear systems
Author
Bierman, G.J.
Author_Institution
Jet Propulsion Laboratories, Pasadena, CA, USA
Volume
17
Issue
2
fYear
1972
fDate
4/1/1972 12:00:00 AM
Firstpage
232
Lastpage
234
Abstract
The problem of replacing the time-varying linear system
by a stationary one
is investigated. The matrix
is selected so that
in the interval [
]. Several quadratic criteria are proposed to aid in determining suitable candidate systems. One criterion for choosing
is initial condition dependent, and another bounds the "worst case" homogeneous system performance. Both of these criteria produce weighted least squares fits to
.
by a stationary one
is investigated. The matrix
is selected so that
in the interval [
]. Several quadratic criteria are proposed to aid in determining suitable candidate systems. One criterion for choosing
is initial condition dependent, and another bounds the "worst case" homogeneous system performance. Both of these criteria produce weighted least squares fits to
.Keywords
Least-squares approximation; Linear systems, time-varying continuous-time; Control systems; Equations; Least squares approximation; Least squares methods; Linear approximation; Linear systems; Mean square error methods; Navigation; System performance; Time varying systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1099935
Filename
1099935
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