• DocumentCode
    835552
  • Title

    Sensitivities in parameter estimation

  • Author

    Spencer, Richard V.

  • Author_Institution
    General Electric Company, Pittsfield, MA, USA
  • Volume
    26
  • Issue
    2
  • fYear
    1981
  • fDate
    4/1/1981 12:00:00 AM
  • Firstpage
    565
  • Lastpage
    567
  • Abstract
    The method of equivalent observation [1] is extended to vector-valued constant parameters and to uncorrelated measurement noise sequences. It is then used to determine easily calculated partial derivatives of final covariances with respect to parameter variances. Error matrices and bounds are developed in order to determine the range over which linearity may be assumed.
  • Keywords
    Parameter estimation; Sensitivity; Analytical models; Covariance matrix; Estimation error; Gain measurement; Kalman filters; Large-scale systems; Missiles; Noise measurement; Parameter estimation; Performance analysis;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102640
  • Filename
    1102640
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=835552