- Miyazawa, Y. and Dowell, E.H., An estimator for uncertain output matrix systems,
IEEE Trans. Autom. Control (USA), vol. 33 no. 10
pp. 967 - 9  .
(last updated on 2007/04/10)
A linear time-invariant optimal estimator for uncertain output matrix systems is considered. Uncertainty of the output matrix is represented by a set of multiple parameters, and the optimal estimator is introduced by minimizing the expected cost function of the estimation error. When the number of measured variables is small, the order of the optimal estimator does not depend on the number of models, and meeting the computational demand becomes quite feasible
linear systems;matrix algebra;parameter estimation;