New technique for linear static state estimation based on weighted least absolute value approximations

DOI10.1007/BF00940848MaRDI QIDQ1102247zbMATH OpenOpenAlexFDO

Authors G. S. Christensen, S. A. Soliman

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00940848

zbMATH Keywords

linear static state estimationpseudo- inverse transformationtime-invariantweighted least absolute value

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Transformations (93B17) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Review text

This paper presents a new technique for solving the problem of linear static state estimation, based on weighted least absolute value (WLAV). A set of m optimality equations is obtained, where \(m=number\) of measurements, based on minimizing a WLAV performance index involving n unknown state variables, \(m>n\). These equations are solved using the left pseudo-inverse transformation, least-square sense, to obtain approximately the residual of each measurement. If k is the rank of the matrix H, \(k=n\), we choose among the optimality equations a number of equations equal to the rank k and having the smallest residuals. The solution of these n equations in n unknowns yields the best WLAV estimation. A numerical example is reported; the results for this example are obtained by using both WLS and WLAV techniques. It is shown that best WLAV approximation is superior to best WLS approximation when estimation the true form of data containing some inaccurate observations.

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Cites work

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Cited in

(7)

• Parameter estimation in linear static systems based on weighted least absolute value estimation
• Measuring efficiency of dynamic input-output systems
• scientific article; zbMATH DE number 4116395 (Why is no real title available?)
• scientific article; zbMATH DE number 834628 (Why is no real title available?)
• Optimal filtering of linear discrete dynamic systems based on least absolute value approximations
• Optimal filtering for continuous linear dynamic systems based on WLAV approximations
• New approach for the identification of power system economic dispatch parameters

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