Adaptive Optimal Nonlinear Filtration and Certain Related Topics. II

被引:0
作者
V. Yu. Tertychnyi-Dauri
机构
[1] State Institute of Fine Mechanics and Optics,
来源
Automation and Remote Control | 2002年 / 63卷
关键词
Filtration; Mechanical Engineer; System Theory; Unknown Parameter; Related Topic;
D O I
暂无
中图分类号
学科分类号
摘要
The properties of the solutions of optimal parametric filtration equations and an adaptive variant of the problem with regard for time-drift of the unknown parameters of the system are studied. Along with the Kalman interpretation of the optimal adaptive nonlinear filter, the Bayes approach to applying the respective a posteriori densities is also studied.
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页码:76 / 89
页数:13
相关论文
共 3 条
[1]  
Lainiotis D.(1971)Optimal Adaptive Estimation: Structure and Parameter Adaptation IEEE Trans. Autom. Control 16 160-170
[2]  
Lainiotis D.(1976)Separation—A Unified Method of Constructing Adaptive Systems. Part. 1: Estimation Trudy Inst. Inzhn. Elektron. Radioelek. 64 8-27
[3]  
Stratonovich R.L.(1970)Detection and Estimation of Signals in Noise, when Both or One of Them is Non-Gaussian Trudy Inst. Inzhn. Elektron. Radioelek. 58 73-82