Resumen

PALMA OROZCO, R; MEDEL JUAREZ, J. de J.  y  GARRIDO AGUILAR, G. A m-dimensional stochastic estimator. Rev. mex. fis. [online]. 2012, vol.58, n.1, pp.69-76. ISSN 0035-001X.

This paper shows the development of a optimal stochastic estimator for a black-box system in a m-dimensional space, observing noise with an unknown dynamics model. The results are based in state space, described by a discrete stochastic estimator and noise characterization. The proposed result gives an algorithm to construct diagonal form for the state space system. It is a new technique for a instrumental variable tool, and a diagonalization process avoiding the calculation of pseudo-inverse matrices is presented with a linear computational complexity O(j) and j as the diagonal matrix dimension. The results show that it is possible to reconstruct the observable signal with a probability approximation.

Palabras llave : Linear algebra; matrix theory; control theory; stochastic processes.

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