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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