Environmental Engineering Reference
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y
ε
ζ 1
ϕ m
ζ m
ϕ 1
V m
y
Figure 4.11 Projection of y into space V m spanned by base B m or the corresponding orthonormal
base B mon
2 im-
plies minimizing the mean square error between y ( e.g. , the primary variable to be
estimated by a soft sensor) and y ( e.g. , the soft sensor output).
ε 2
In particular in a random variable space
ε
=
E
(
)
, so minimizing
ε
A
y
ε
ϕ θ
ε
1
1
ϕ
ϕ
θ
2
2
y
y
a
ϕ
C
V 2
B
Figure 4.12 Norm
ε
is minimum if εis orthogonal to the space V 2 spanned by bases ϕ 1 and ϕ 2
The problem at hand is to find the best approximation y of y .Since y belongs to
V m it may be expressed as
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