LOWER ORDER OPTIMAL LINEAR FILTERING OF NONSTATIONARY RANDOM SEQUENCES

被引：22

作者：

BRAMMER, KG

机构：

[1] Deutsche Versuchsanstalt für Luft-und Raumfahrt E.V., Institut für Steuer- und Regeltechnik, Oberpfaffenhofen

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1968年 / AC13卷 / 02期

关键词：

D O I：

10.1109/TAC.1968.1098862

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The following deals with the discrete-time linear minimum-variance filtering of nonstationary random processes. The dynamics of the signal and colored noise processes are represented by a combined random process model.[1]Some of the measurement elements contain additional white noise, others do not. Similar to the continuous-time case of Bryson and Johansen, [3] the white-noise-free measurements will be used to reduce the order of the Kalman filter.[1],[2] Copyright © 1968 by The Institute of Electrical and Electronics Engineers, Inc.

引用

页码：198 / +

页数：1

共 7 条

[1]

BOGDANOV JL, 1963, 1 P S ENGRG APPL ED

[2]

BRAMMER KG, 1967, SRL670003 USAF AC TE

[3] LINEAR FILTERING FOR TIME-VARYING SYSTEMS USING MEASUREMENTS CONTAINING COLORED NOISE [J].

BRYSON, AE ;

JOHANSEN, DE .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1965, AC10 (01) :4-&

[4]

KALMAN RE, 1962, ASDTR6127 WRIGHTP AF, V1

[5]

Kalman Rudolph E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[6] OBSERVERS FOR MULTIVARIABLE SYSTEMS [J].

LUENBERGER, DG .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1966, AC11 (02) :190-+

[7]

Zadeh L, 1963, LINEAR SYSTEM THEORY

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