Ngày tải lên :
08/11/2013, 12:15
... with mean m
x
(0) and covariance
P
x
(0), and x(0) is not correlated with w(k) and v(k). The dimensions of matrices , , , H, Q,
and R are n × n, n × p, n × l, m × n, p × p, and m × m, respectively. ... matrix R(k), θ is Gaussian with mean m
θ
and covariance
matrix P
θ
, and, θ and V(k) are statistically independent, then θ and Z(k) are jointly Gaussian,
and, (15.15) becomes
ˆ
θ
MS
(k) = m
θ
+ ... theorists, and
is regarded as the most widely used result of so-called “modern control theory, ” it is no longer viewed
as a control theory result. It is a result within estimation theory; consequently,...