Title :
Sensitivities in parameter estimation
Author :
Spencer, Richard V.
Author_Institution :
General Electric Company, Pittsfield, MA, USA
fDate :
4/1/1981 12:00:00 AM
Abstract :
The method of equivalent observation [1] is extended to vector-valued constant parameters and to uncorrelated measurement noise sequences. It is then used to determine easily calculated partial derivatives of final covariances with respect to parameter variances. Error matrices and bounds are developed in order to determine the range over which linearity may be assumed.
Keywords :
Parameter estimation; Sensitivity; Analytical models; Covariance matrix; Estimation error; Gain measurement; Kalman filters; Large-scale systems; Missiles; Noise measurement; Parameter estimation; Performance analysis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102640
