Elsevier

Automatica

Volume 16, Issue 4, July 1980, Pages 423-427
Automatica

Technical communique
Computational experience with the constrained minimum variance input-output estimator

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Abstract

The numerical algorithm for the off-line design of the constrained minimum variance input-output estimator has been verified on a series of sample problems. While it has been found to work in the vast majority of practical cases, some computationally weak points have also been identified.

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This paper was not presented at any IFAC meeting. It was recommended for publication by Associate Editor D. Tabak.

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