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Estimating the parameter of a linear difference equation with Least Squares
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I'm reading the book "Fault-Diagnosis Systems" by Isermann in the par. 9.2.1a.
The author explains how to estimate the parameter of a linear difference equation using Least Squares.
We start with a standard ordinary linear equation with an error term:
Img1
the equation is called 9.15.
Then,
Img2
The first thing i don't understand is the syntax used by the author. What's the meaning of the | inside $hat{y}(k|k-1)$ ?
ps: I'm sorry if what i ask is trivial, but when i have a kind of doubt like this, i don't know how to solve it if not asking it in this site...
ordinary-differential-equations
asked Jan 26 at 8:35
JhdoeJhdoe
537
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add a comment |
$begingroup$
I'm reading the book "Fault-Diagnosis Systems" by Isermann in the par. 9.2.1a.
The author explains how to estimate the parameter of a linear difference equation using Least Squares.
We start with a standard ordinary linear equation with an error term:
Img1
the equation is called 9.15.
Then,
Img2
The first thing i don't understand is the syntax used by the author. What's the meaning of the | inside $hat{y}(k|k-1)$ ?
ps: I'm sorry if what i ask is trivial, but when i have a kind of doubt like this, i don't know how to solve it if not asking it in this site...
ordinary-differential-equations
asked Jan 26 at 8:35
JhdoeJhdoe
537
$endgroup$
add a comment |
$begingroup$
I'm reading the book "Fault-Diagnosis Systems" by Isermann in the par. 9.2.1a.
The author explains how to estimate the parameter of a linear difference equation using Least Squares.
We start with a standard ordinary linear equation with an error term:
Img1
the equation is called 9.15.
Then,
Img2
The first thing i don't understand is the syntax used by the author. What's the meaning of the | inside $hat{y}(k|k-1)$ ?
ps: I'm sorry if what i ask is trivial, but when i have a kind of doubt like this, i don't know how to solve it if not asking it in this site...
ordinary-differential-equations
asked Jan 26 at 8:35
JhdoeJhdoe
537
$endgroup$
I'm reading the book "Fault-Diagnosis Systems" by Isermann in the par. 9.2.1a.
The author explains how to estimate the parameter of a linear difference equation using Least Squares.
We start with a standard ordinary linear equation with an error term:
Img1
the equation is called 9.15.
Then,
Img2
The first thing i don't understand is the syntax used by the author. What's the meaning of the | inside $hat{y}(k|k-1)$ ?
ps: I'm sorry if what i ask is trivial, but when i have a kind of doubt like this, i don't know how to solve it if not asking it in this site...
ordinary-differential-equations
ordinary-differential-equations
asked Jan 26 at 8:35
JhdoeJhdoe
537
asked Jan 26 at 8:35
JhdoeJhdoe
537
asked Jan 26 at 8:35
JhdoeJhdoe
537
asked Jan 26 at 8:35
JhdoeJhdoe
537
asked Jan 26 at 8:35
JhdoeJhdoe
537
537
add a comment |
add a comment |
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