自适应状态和参数的联合估计新方法

详细信息

A NEW APPROACH FOR THE ADAPTIVE ESTIMATING BOTH THE STATE AND PARAMETERS

摘要: 提出了一种有效的自适应状态和参数的联合估计方法．应用状态空间方法和现代时间序列分析方法，基于白噪声滤波器和输出预报器，给出了线性离散定常系统自适应最优状态和偏差联合估计方法，仿真例子说明了新方法的有效性．
- 状态估计 /
- 参数估计 /
- 稳态最优滤波 /
- 自适应滤波
Abstract: An efficient approach for the adaptive estimation of both the state and unknown parameters is presented in the paper.Using the state space method and the modern time series analysis method,based on white noise filter and output predictors,this paper presents a new approach for solving adaptive optimal estimation of both the state and bias.The simulation example shows its usefulness.
- state estimation /
- parameter estimation /
- steady-state optimal filter /
- adaptive filter

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