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:

1969-10-01

Pagination or Media Count:

143.0

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