A constrained minimum variance input-output estimator for linear dynamic systems.
Janos GertlerPublished in: Autom. (1979)
Keyphrases
- input output
- dynamic systems
- minimum variance
- complex systems
- linear prediction
- qualitative reasoning
- consistency based diagnosis
- spectral estimation
- discrete event
- nonlinear functions
- unbiased estimator
- continuous variables
- dynamical systems
- internal states
- estimation error
- model based diagnosis
- recursive least squares
- qualitative models
- portfolio optimization
- cooperative
- autoregressive
- optimization problems
- state space
- objective function