Discrete-time Least-squares Estimation in a Behavioral Framework

• KANEKO Osamu

  Graduate School of Engineering Science, Osaka University

• FUJII Takao

  Department of Management Science, Fukui University of Technology

Bibliographic Information

Other Title

• ビヘイビアアプローチに基づく離散時間最小二乗規範型推定について
• ビヘイビア アプローチ ニ モトズク リサン ジカン サイショウ 2ジョウ キハンガタ スイテイ ニ ツイテ

Abstract

This paper addresses discrete-time least-squares estimation in a behavioral framework. Firstly, we formulate the problem we attack here in a behavioral setting. Next, we provide some new results on polynomial matrices, spectral factorizations and dissipation theory. By using these new results, we then give a necessary and sufficient condition for a latent variable to yield the optimal estimation of the measured signal with observations on the theoretical differences between the discrete-and the continuous-time case. Then, we discuss issues on the implementation of the optimal estimator and we give a real-time algorithm so as to obtain the optimal estimation on-line. In order to show the validity of the results, we also give a simple numerical example.

Journal

• Transactions of the Institute of Systems, Control and Information Engineers

  Transactions of the Institute of Systems, Control and Information Engineers 20 (6), 227-237, 2007

  THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)

Keywords

• behavioral approach
• least-squares
• estimation
• discrete-time
• polynomial matrices

Details

• CRID: 1390001205164916992
• NII Article ID: 10019707556
• NII Book ID: AN1013280X
• DOI: 10.5687/iscie.20.227
• ISSN: 2185811X
• ISSN: 13425668
• NDL BIB ID: 8763423
• Web Site: http://id.ndl.go.jp/bib/8763423
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I8763423
• Text Lang: ja
• Data Source:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
  • KAKEN
• Abstract License Flag: Disallowed