引用本文:邓自立 ,郭一新.参数和状态估计的两段互耦自适应Kalman滤波算法[J].控制理论与应用,1984,1(4):85~91.[点击复制]
Deng Zili，Guo Yixin.TWO-STAGE COUPLED ADAPTIVE KALMAN FILTERING ALGORITHMS FOR PARAMETER AND STATE ESTIMATION[J].Control Theory and Technology,1984,1(4):85~91.[点击复制]
参数和状态估计的两段互耦自适应Kalman滤波算法
TWO-STAGE COUPLED ADAPTIVE KALMAN FILTERING ALGORITHMS FOR PARAMETER AND STATE ESTIMATION
摘要点击 1187  全文点击 495  投稿时间：1983-05-21  修订日期：1984-01-11
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DOI编号  
  1984,1(4):85-91
中文关键词  
英文关键词  
基金项目  
作者单位
邓自立 ,郭一新 黑龙江省应用数学研究所 
中文摘要
      本文推广和改进了用虚拟噪声补偿模型误差的自适应滤波技术，虚拟噪声的时变均值和协方差用作者提出的时变噪声统计估值器估计，实现了线性离散系统的参数和状态的改进的两段互耦自适应Kalman滤波算法，数值模拟例子和实际例子证明了该算法的有效性。
英文摘要
      An adaptive filtering technique in which the model errors are compensated by fictitious noise is extended and modified in this paper. The mean and variance of fictitious noise are estimated by using the time -varying noise statistics estimators proposed by the authors. Further more, two -stage coupled modified adaptive Kalman filtering algorithms for parameter and state estimation are performed. Applicability of algorithms is illustrated by numerical simulation example and practical example.