Adaptive state estimation for systems with unknown noise covariances
作者:
NARESHK. SINHA,
ALVAN TOM,
期刊:
International Journal of Systems Science
(Taylor Available online 1977)
卷期:
Volume 8,
issue 4
页码: 377-384
ISSN:0020-7721
年代: 1977
DOI:10.1080/00207727708942048
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
An adaptive scheme is proposed for obtaining the steady-state Kalman gain matrix for o discrete-time system withouta prioriknowledge of the noise covariance matrices. It is based on combining an algorithm proposed recently by Carew and Bélanger with an algorithm based on stochastic approximation. Results of simulation are given comparing the proposed method with earlier algorithms.
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