Title :
Estimation of random states in general linear models
Author :
Catlin, Donald E.
Author_Institution :
Dept. of Math. & Stat., Massachusetts Univ., Amherst, MA, USA
fDate :
2/1/1991 12:00:00 AM
Abstract :
An estimate, called the generalized Fisher estimate, is formulated, and it is shown how to calculate it without assuming invertibility of any of the matrices involved and with allowing the state vector to be random. The result subsumes all of the usual Fisher-type estimates as special cases. This problem was originally addressed by the author (Estimation, Control, and the Discrete Kalman Filter Springer-Verlag, NY, 1988) and an incorrect solution was given there; a correction to that result is provided
Keywords :
estimation theory; linear systems; matrix algebra; random processes; state estimation; general linear models; generalized Fisher estimate; matrices; random states; state estimation; state vector; Control systems; Feedback; Flexible manufacturing systems; Job shop scheduling; Manufacturing systems; Noise measurement; Real time systems; Single machine scheduling; State estimation; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
