Accession Number : AD0701672

Title :   RECURSIVE ALGORITHM FOR THE BEST APPROXIMATE SOLUTION OF LINEAR EQUATIONS WITH APPLICATIONS TO SYSTEM IDENTIFICATION AND STATE ESTIMATION.

Descriptive Note : Doctoral thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Werther,Manfred Hermann Fritz

Report Date : OCT 1969

Pagination or Media Count : 143

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)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), (*ELECTRICAL NETWORKS, RESPONSE), (*MATRICES(MATHEMATICS), NUMERICAL ANALYSIS), APPROXIMATION(MATHEMATICS), NONLINEAR DIFFERENTIAL EQUATIONS, ITERATIONS, ALGORITHMS, THESES

Subject Categories : Electrical and Electronic Equipment
      Theoretical Mathematics
      Test Facilities, Equipment and Methods

Distribution Statement : APPROVED FOR PUBLIC RELEASE