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Optimization based on a square-error criterion with an arbitrary weighting function

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2 Author(s)
Murphy, G. J. ; Electrical Engrg. Dept., Northwestern University, Evanston, Ill. ; Bold, N. T.

Several important criteria for the performance of communication systems and control systems are reviewed, and a new criterion (the mean-weighted-square-error criterion) is then introtroduced. This is shown to be a special form of a very general criterion proposed earlier, but to have special significance in that it is a generalization of the familiar mean-square-error criterion. The minimization of the mean-weighted-square error is treated in detail, and a solution for the optimum physically realizable frequency function of the system is given.

Published in:

Automatic Control, IRE Transactions on  (Volume:AC-5 ,  Issue: 1 )

Date of Publication:

Jan. 1960

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