Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems

Autor: Eringis, Deividas, Leth, John, Tan, Zheng-Hua, Wisniewski, Rafal, Petreczky, Mihaly
Přispěvatelé: Department of Electronic Systems - Aalborg University, Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL], Aalborg University [Denmark] (AAU), Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 (CRIStAL), Centrale Lille-Université de Lille-Centre National de la Recherche Scientifique (CNRS)
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Eringis, D, Leth, J-J, Tan, Z-H, Wisniewski, R & Petreczky, M 2023, ' Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems ', Automatica .
Automatica
Automatica, 2023, 153, pp.111018. ⟨10.1016/j.automatica.2023.111018⟩
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2023.111018⟩
Popis: International audience; We showcase the derivation of the optimal (minimum error variance) estimator, when one part of the stochastic LTI system outputs is not measured but is able to be predicted from the measured system outputs.
Databáze: OpenAIRE
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