RECURSIVE ALGORITHM FOR THE BEST APPROXIMATE SOLUTION OF LINEAR EQUATIONS WITH APPLICATIONS TO SYSTEM IDENTIFICATION AND STATE ESTIMATION.
Abstract
The sequential solution, in recursive form, of a growing set of linear equations, based upon the least-square-error and a weighted least-square-error criterion, are developed. For comparison these results are applied to the discrete-time solution of several estimation and identification problems. Recursive algorithms for pseudo inversion and the best approximate solution of a set of linear equations are included. Finally, efficient state estimation procedures for time-invariant systems using a sliding-window observer are presented. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1969
- Accession Number
- AD0701672
Entities
People
- Manfred Hermann Fritz Werther
Organizations
- Naval Postgraduate School