PARAMETER ESTIMATION IN NOISY SYSTEMS.

Abstract

A class of iterative procedures for estimating the parameters of a linear dynamic system are examined. In the presence of measurement noise, other noise in the measured state of the system is shown to produce a biased estimate of the parameters. The nature of this bias is determined by the covariance matrices of the state vector and the noise vector.

Document Details

Document Type
Technical Report
Publication Date
May 06, 1964
Accession Number
AD0600174

Entities

People

  • V. S. Levadi

Organizations

  • Honeywell International, Inc.

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Measurement

Readers

  • Statistical inference.