Degree of optimality for mean-square estimation via state-vector partitioning
作者:
Kent D.Wall,
期刊:
Proceedings of the Institution of Electrical Engineers
(IET Available online 1972)
卷期:
Volume 119,
issue 3
页码: 363-368
年代: 1972
DOI:10.1049/piee.1972.0082
出版商: IEE
数据来源: IET
摘要:
The problem of minimum mean-square state estimation for linear stationary systems is considered. State-vector partitioning is employed to arrive at a computationally efficient estimate, and a quantitative measure for the degree of optimality for this estimate is derived. This quantitative measure can then be used to relate the degree of optimality to the particular state-vector partition employed, thus providing an ordering over all admissible partitions of the system. A method of selecting the best partition (i.e. the one that maximises the degree of optimality) is outlined.
点击下载:
PDF
(621KB)
返 回