Error analysis of fixed-point prediction with coloured measurement noise
作者:
MOTOYASU NAGATA,
YOSHIKAZU SAWARAGI,
期刊:
International Journal of Control
(Taylor Available online 1975)
卷期:
Volume 21,
issue 3
页码: 391-400
ISSN:0020-7179
年代: 1975
DOI:10.1080/00207177508921998
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The main purpose of this paper is the error analysis of the fixed-point prediction for the linear continuous-time system with the coloured measurement noise. In the first part of this paper we derive an algorithm for the fixed-point prediction with the coloured measurement, noise from the given system. The remaining part presents the error analysis of the fixed-point prediction due to two causes, one of which is misidentifying the coefficients of the system and the covariances of the noises and the other of simplifying the coloured measurement noise by a white measurement noise. For the above cases two differential equations are obtained which govern the actual covariances regarded as the error quantities.
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