INPUT SYNTHESIS FOR MINIMUM COVARIANCE STATE AND PARAMETER ESTIMATION

被引:2
作者
GOODWIN, GC
机构
[1] School of Electrical Engineering, University of New South Wales, Kensington
关键词
D O I
10.1049/el:19690404
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
An input signal is synthetised which minimises the covariance of the error in the estimates of the parameters and states of a dynamic process. The method is applicable as long as the noise is approximately white and initial estimates of parameters and states are available. © 1969, The Institution of Electrical Engineers. All rights reserved.
引用
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页码:539 / &
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