- Miyazawa, Y. and Dowell, E.H., Approach to modeling and estimation for uncertain systems,
J. Guid. Control Dyn. (USA), vol. 12 no. 5
pp. 672 - 80 .
(last updated on 2007/04/10)
Optimal modeling and optimal estimation are discussed for uncertain dynamic systems. Uncertainty of the system is assumed to be presented by multiple models, or a set of possible parameters, and their own probabilities. Optimal solutions are derived by minimizing cost functions of quadratic form. If the number of the multiple models is finite, the optimal nominal model and the optimal estimator can be realized by systems of finite order. Suboptimal reduced-order models and estimators that can be obtained with simple calculation are also investigated. Approaches developed recently, including the balanced realization model, the chained aggregation model, and the principal coordinate realization model are applied