NASA Logo

NTRS

NTRS - NASA Technical Reports Server

Back to Results
Analysis and application of minimum variance discrete linear system identificationAn on-line minimum variance (MV) parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise (AMN). The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean-square convergent and mean-square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
Document ID
19780028454
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Kotob, S.
(Computer Sciences Corp. Falls Church, Va., United States)
Kaufman, H.
(Rensselaer Polytechnic Institute, Troy, N.Y., United States)
Date Acquired
August 9, 2013
Publication Date
October 1, 1977
Publication Information
Publication: IEEE Transactions on Automatic Control
Volume: AC-22
Subject Category
Cybernetics
Accession Number
78A12363
Funding Number(s)
CONTRACT_GRANT: NGR-33-018-183
Distribution Limits
Public
Copyright
Other

Available Downloads

There are no available downloads for this record.
No Preview Available