摘要
提出了一种有效的自适应状态和参数的联合估计方法.应用状态空间方法和现代时间序列分析方法,基于白噪声滤波器和输出预报器,给出了线性离散定常系统自适应最优状态和偏差联合估计方法,仿真例子说明了新方法的有效性.
An efficient approach for the adaptive estimation of both the state and unknown parameters is presented in the paper.Using the state space method and the modern time series analysis method,based on white noise filter and output predictors,this paper presents a new approach for solving adaptive optimal esti- mation of both the state and bias.The simulation example shows its usefulness.
出处
《信息与控制》
CSCD
北大核心
1996年第1期16-20,共5页
Information and Control
关键词
状态估计
参数估计
滤波
自适应滤波
state estimation
parameter estimation
steady-state optimal filter
adaptive filter
