Optimization based on a square-error criterion with an arbitrary weighting function
- 1 January 1960
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IRE Transactions on Automatic Control
- Vol. AC-5 (1) , 24-30
- https://doi.org/10.1109/TAC.1960.6429291
Abstract
Several important criteria for the performance of communication systems and control systems are reviewed, and a new criterion (the mean-weighted-square-error criterion) is then introtroduced. This is shown to be a special form of a very general criterion proposed earlier, but to have special significance in that it is a generalization of the familiar mean-square-error criterion. The minimization of the mean-weighted-square error is treated in detail, and a solution for the optimum physically realizable frequency function of the system is given.Keywords
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