Abstract

Contents 1 Introduction 1 2 Underlying Philosophy and Basic Relations 3 2.1 Two Basic Operations on Uncertainties . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.2 Independent Uncertain Quantities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 2.3 Derived Relations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2.4 Additional Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3 System Model, Reexamined from Bayesian Viewpoint 8 3.1 Discrete White Noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.2 Measurable External Disturbances . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 4 Parameter Estimation and Output Prediction 16 4.1 Estimation in Closed Control Loop: Natural Conditions of Control . . . . . . . . . . . . . 18 4.2 One-Shot Estimation . . . . . . . . . . . . . . . . . .

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