• DocumentCode
    812733
  • Title

    Bias estimation error induced by parameter uncertainties

  • Author

    Leondes, C.T. ; Pearson, J.O.

  • Author_Institution
    University of California Los Angeles, Los Angeles, CA, USA
  • Volume
    18
  • Issue
    5
  • fYear
    1973
  • fDate
    10/1/1973 12:00:00 AM
  • Firstpage
    505
  • Lastpage
    509
  • Abstract
    The effect of a class of plant parameter uncertainties upon the state vector estimation of a system driven by a deterministic forcing function is considered. For this problem the minimization of mean-square error and the minimization of bias error are opposing goals. The set of noninferior solutions for the optimal control problem whose performance index has components mean-square error and bias error is considered, and evaluated.
  • Keywords
    Linear systems, time-varying continuous-time; State estimation; Uncertain systems; Covariance matrix; Error correction; Estimation error; Filters; Optimal control; Performance analysis; State estimation; Uncertain systems; Uncertainty; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1973.1100372
  • Filename
    1100372
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=812733