Estimation of noise covariances and disturbance structure from data using least squares with optimal weighting

AIChE Annual Meeting, Conference Proceedings

Volumn , Issue , 2006, Pages

  Rajamani, Murali R ^a   Rawlings, James B ^a  

^a University of Wisconsin Madison   (United States)

Author keywords

ALP; Covariance estimation; Optimal weighting; Semidefinite programming

Indexed keywords

ALP; COVARIANCE ESTIMATION; LEAST SQUARES; LINEAR TIMES; MINIMUM VARIANCES; NOISE COVARIANCES; OPTIMAL TUNING; OPTIMAL WEIGHTING; SEMIDEFINITE PROGRAMMING; SEMIDEFINITE PROGRAMMINGS; STATE ESTIMATORS; STATE SPACE MODELS; STOCHASTIC DISTURBANCES;

CONTROL THEORY; CURVE FITTING; DEMODULATION; KALMAN FILTERS; STATE ESTIMATION; WAVE FILTERS;

COMPUTATIONAL FLUID DYNAMICS;

EID: 80053753968     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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