引用本文:王建国 ,邓自立.有观测噪声的时变系统的参数估计[J].控制理论与应用,1987,4(2):64~69.[点击复制]
Wang Jianguo,Deng Zili.Parameter Estimation of Time-varying Systems with Observation Noise[J].Control Theory and Technology,1987,4(2):64~69.[点击复制]
有观测噪声的时变系统的参数估计
Parameter Estimation of Time-varying Systems with Observation Noise
摘要点击 741  全文点击 419  投稿时间:1984-12-05  
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DOI编号  
  1987,4(2):64-69
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作者单位
王建国 ,邓自立 湖北大学 
中文摘要
      本文给出了有观测噪声、线性离散时变系统的参数估计新方法。它由两段互耦的自适应状态估计器和自适应参数估计器组成。通过引入虚拟时变噪声,我们结合在互耦算法中产生的模型误差到虚拟噪声统计,使模型误差得到有效补偿和克服滤波发散。模拟例子说明了本文方法的有效性。
英文摘要
      This paper presents a new approach to estimate parameter of time-varying systems with observation noise[1]. It consists of two-stage coupled adaptive estimators. The first stage is state estimator by an adaptive recursive filter for systems with multiple time delays[2]; The second stage is parameter estimator by an adaptive Kalman filter[3]. Introducing the fictitious noise, so that model errors are compensated and effectively overcome filtering divergence. The simulated example is given to show the usefulness of the newly proposed approach.