Total Least Squares Estimation of Dynamical Systems Conference Paper uri icon

abstract

  • The Total least squares error criterion is considered for estimation problems. Exact necessary conditions for the total error criterion have been derived. Several solution methodologies are presented to solve the modified normal equations obtained from the necessary conditions. A monte-carlo simulation depicting the effect of parameter variations on the coefficients of the resulting characteristic polynomial is performed and the approximate probability distribution of the smallest eigenvalue of interest is identified. The results are applied on the parameter identification of a novel morphing wing developed at Texas A & M University.

author list (cited authors)

  • Majji, M., & Junkins, J.

citation count

  • 0

publication date

  • June 2007