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 mean-square estimate in terms of the Penrose-Moore generalized inverse. The approach taken produces the insight that the optimum estimator is error-wise 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