DocumentCode :
799863
Title :
Specific optimal estimation
Author :
Sims, Craig S. ; Melsa, James L.
Author_Institution :
Institute of Technology, Southern Methodist University, Dallas, TX, USA
Volume :
14
Issue :
2
fYear :
1969
fDate :
4/1/1969 12:00:00 AM
Firstpage :
183
Lastpage :
186
Abstract :
The goal of the specific optimal estimation problem is to achieve near-optimal (minimum variance) estimation using a structure that is easier to implement than the optimal solution. One chooses a reasonable configuration for the filter in which certain parameters are unspecified and then selects the parameters so that its performance is optimized. The problem is formulated as a two-point boundary-value problem resulting from consideration of the covariance of error of the estimate and application of the matrix-minimum principle. The examples presented indicate that near-optimal results can be obtained using a filter designed in this way.
Keywords :
Estimation; Linear systems, time-varying continuous-time; Closed-form solution; Computer aided software engineering; Covariance matrix; Differential equations; Nonlinear filters; Optimal control; Riccati equations; Silicon compounds; State estimation; White noise;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1969.1099135
Filename :
1099135
Link To Document :
بازگشت