A linear time-invariant optimal estimator for uncertain output matrix systems is considered. Uncertainty of the output matrix is represented by a set of multiple parameters, and the optimal estimator is introduced by minimizing the expected cost function of the estimation error. When the number of measurement variables is small, the order of the optimal estimator does not depend on the number of models, and meeting the computational demand becomes quite feasible.
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering