• DocumentCode
    832421
  • Title

    On the linearly constrained minimum mean square error estimate

  • Author

    Baram, Y.

  • Author_Institution
    Tel Aviv University, Tel Aviv, Israel
  • Volume
    25
  • Issue
    3
  • fYear
    1980
  • fDate
    6/1/1980 12:00:00 AM
  • Firstpage
    573
  • Lastpage
    573
  • Abstract
    It is shown that the minimum mean square error estimate under a linear constraint is a linear sum of the unconstrained estimate and the constraint. This result is derived without further restricting the estimated random variable or the observations.
  • Keywords
    Adaptive control; Estimation; Hyperstability; Minicomputer applications; Process control; System identification; Filtering; Gain; Lagrangian functions; Marine vehicles; Mean square error methods; Parameter estimation; Random variables; Telegraphy; Telephony;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102335
  • Filename
    1102335
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=832421