October 2011
Intermediate to advanced
749 pages
23h 36m
English
Content preview from Optimal Estimation of Dynamic Systems, 2nd Edition
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16 Optimal Estimation of Dynamic Systems
One can see that the residual constraint error (i.e., the computed norm of the mea-
surements minus the estimates for the first three observations) decreases as more
weight is used. However, this does not generally guarantee that the estimates (
ˆ
x) are
closer to their true values. The interaction of the basis function therefore plays an
important role in weighted least squares. Still, if the weight is sufficiently large, the
estimates are indeed closer to their true values, as expected. In this simulation, the
first three measurements were obtained with no measurement errors. However, per-
fect estimates (with zero ...
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