摘要
本文针对线性定常离散系统提出了一种有效的基于输出残差的自适应状态估计方法．首先利用输出残差给出了卡尔曼滤波增益马尔可夫参数估计，并且得到了卡尔曼滤波增益估计，然后解决了自适应状态估计问题．最后以仿真实例说明了此方法的有效性．
In this paper, based on output residuals, an efficient adaptive state estimation approach is presented for linear time-invariant discrete system. Firstly, using output residuals, the Kalman filter gain Markov parameters are estimated. Secondly the Kalman filter gain estimation is obtained. Thirdly, the adaptive state estimation problem is solved. Finally, simulation example is given to demonstrate the effectiveness of this method.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
1996年第3期362-365,共4页
Control Theory & Applications
关键词
自适应状态估计
卡尔曼滤波
离散系统
adaptive state estimation
Kalman filter
steady-state optimal gain
output residuals
