Linear estimation in the presence of errors in assumed plant dynamics
- 1 October 1967
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 12 (5) , 592-594
- https://doi.org/10.1109/tac.1967.1098683
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 systemx_{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 byx_{n+1} = \Phi_{n+1.n}x_{n} + w_{n}y_{n} = M_{n}x_{n}Keywords
This publication has 2 references indexed in Scilit:
- Synthesis of an optimal set of radar track-while-scan smoothing equationsIRE Transactions on Automatic Control, 1962
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960