
Accession Number : AD0717631
Title : Optimum Linear Redundant Measurements.
Descriptive Note : Research and development rept.,
Corporate Author : NAVAL SHIP RESEARCH AND DEVELOPMENT CENTER WASHINGTON D C
Personal Author(s) : Berkowitz,Sidney
Report Date : NOV 1970
Pagination or Media Count : 26
Abstract : When the measurement of a select set of system states or outputs is disturbed by additive noise of the measuring instruments, the choice of a redundant set of measurements linearly related to the originally selected set may prove useful in reducing the measurement error. The report presents theorems which establish the minimum meansquare estimate in terms of the PenroseMoore generalized inverse. The approach taken produces the insight that the optimum estimator is errorwise equivalent to an estimator calculated on the basis of a reduction of the measurement covariance matrix S to one whose dimension equals the rank of S; that is, the estimate projects the measurement vector into a maximally dimensioned space of linearly independent coordinates. (Author)
Descriptors : (*TEST METHODS, ACCURACY), MEASUREMENT, ERRORS, MATRICES(MATHEMATICS), MATHEMATICAL PREDICTION, LINEAR SYSTEMS, RELIABILITY, OPTIMIZATION, THEOREMS, THESES
Subject Categories : Test Facilities, Equipment and Methods
Distribution Statement : APPROVED FOR PUBLIC RELEASE