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Computational experience with the constrained minimum variance input-output estimator

Authors
Journal
Automatica
0005-1098
Publisher
Elsevier
Publication Date
Volume
16
Issue
4
Identifiers
DOI: 10.1016/0005-1098(80)90029-1
Keywords
  • Computability
  • Computational Methods
  • State Estimation
  • Optimal Filtering
Disciplines
  • Computer Science
  • Design

Abstract

Abstract The numerical algorithm for the off-line design of the constrained minimum variance input-output estimator has been verified on a series of sample problems. While it has been found to work in the vast majority of practical cases, some computationally weak points have also been identified.

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