| 引用本文: | 张焕水,邓自立.自校正状态估计新算法[J].控制理论与应用,1994,11(4):444~449.[点击复制] |
| ZHANG Huanshui,DENG Zili.A New Algorithm for Self-Tuning State Estimation[J].Control Theory and Technology,1994,11(4):444~449.[点击复制] |
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| 自校正状态估计新算法 |
| A New Algorithm for Self-Tuning State Estimation |
| 摘要点击 754 全文点击 392 投稿时间：1993-01-05 修订日期：1993-07-16 |
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| DOI编号 |
| 1994,11(4):444-449 |
| 中文关键词 状态估计 最优 自校正 滤波器 ARMA新息模型 |
| 英文关键词 state estimation optimal self-tuning filter ARMA innovation model |
| 基金项目 |
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| 中文摘要 |
| 本文运用现代时间序列分析[1]的观点处理线性离散时间系统自校正最优状态估计。运用新息理论和射影方法本文提出了一种新型最优滤波器，早噪声统计未知时基于辨识ARMA新息模型提出了自校正滤波器。仿真例子说明新算法的有效性。 |
| 英文摘要 |
| This paper deals with the adaptive state estimation for the linear discrete time system from the viewpoint of the modern time series analysis. A new optimal recursive filter is presented by using the innovation theory and projection method, and the self-tuning filter is proposed basing on the identification of the ARMA innovation model when the covariance matrices are unknown. A simulation example shows the usefulness of the new algorithm. |