System parameter determination via linear functional estimation†

1 September 1971

journal article
research article
Published by Taylor & Francis in International Journal of Systems Science

Vol. 2 (2) , 171-176
https://doi.org/10.1080/00207727108920187

Abstract

The system parameter determination problem is reduced to the solution of a set of algebraic equations by the use of estimates of linear functionals involving the observed time functions, i.e. input and output. The minimum variance unbiased estimates of linear functionals are derived using a variation of the Projection Theorem.

Keywords

UNBIASED ESTIMATES OF LINEAR
SYSTEM PARAMETER DETERMINATION
ALGEBRAIC
FUNCTIONAL ESTIMATION
VARIANCE UNBIASED
MINIMUM VARIANCE

This publication has 1 reference indexed in Scilit:

On the Maximum Likelihood Method of Identification
IBM Journal of Research and Development, 1970