Original title:
Linear ARX and state-space model with uniform noise: computation of first and second moments
Authors:
Jirsa, Ladislav Document type: Research reports
Year:
2016
Language:
eng Series:
Research Report, volume: 2357 Abstract:
This report collects technical procedures used for computations of various estimates and keeps them in one place for internal purposes. The context concerns application of estimation of unknown parameters and states of linear model with uniformly distributed noise.
Keywords:
bounded variable; linear model; model identification; state estimation; uncertainty; uniform noise