An adaptive filter with given structure for discrete-time linear dynamic systems

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作者：
机构：
[1] Shin, Vladimir
[2] Ahn, Jun Il
[3] Shevlyakov, Georgy
来源：
Shin, V. (vishin@gist.ac.kr) | / Society of Instrument and Control Engineers, SICE卷 / Society of Instrument and Control Engineers (SICE)期
关键词：
Theoretical; (THR);
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摘要：
The problem of recursive filtering for linear discrete-time systems with uncertain observation is considered. A new suboptimal adaptive filter with a given structure is herein proposed. It is based on the optimal mean-square combination of arbitrary number of local Kalman estimates. Example demonstrates high accuracy and efficiency of the proposed filter. © 2005 SICE.
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