| 具有控制输入滤波器的随机系统自适应条件滤波方法 |
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| 引用本文： | 吴森堂.具有控制输入滤波器的随机系统自适应条件滤波方法[J].航空学报,1994,15(4):453-457. |
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| 作者姓名： | 吴森堂 |
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| 作者单位： | 北京航空航天大学305教研室,北京,100083 |
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| 摘 要： | 针对当控制输入为不确知,且测量噪声的统计特性参数也未知的情况,运用将系统状态和控制输入以及未知的噪声统计特性参数进行联合估计的方法,给出了同时对系统状态和控制输入进行递推滤波,并不断地对未知的噪声统计特性参数进行修正估计的新算法。
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| 关 键 词： | 过滤 控制仿真 随机数 |
| 收稿时间： | 1993-05-24 |
| 修稿时间： | 1993-12-13 |
A METHOD OF ADAPTIVE CONDITIONAL FILTERING WITH CONTROL VECTORS FILTER FOR STOCHASTIC SYSTEM |
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| Wu Sentang.A METHOD OF ADAPTIVE CONDITIONAL FILTERING WITH CONTROL VECTORS FILTER FOR STOCHASTIC SYSTEM[J].Acta Aeronautica et Astronautica Sinica,1994,15(4):453-457. |
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| Authors: | Wu Sentang |
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| Institution: | Department of Automatic Control, Beijing University of Aeronautics and Astronautics, Beijing,100083 |
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| Abstract: | In the case of unknown control vector and statistical characteristic parameter of ob-servation noise, a method is used for association estimation of svstem state,control vector and unknown noise's statistical characteristic parameter.A new algorithm of recursive fiItering sys-tem state and control vector simuItaneously and estimating or rectifying the unknown noise's sta-tistical characteristic parameter continuously is presented.The simulation and actual calculation results show the usefuIness of this new algorithm. |
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| Keywords: | filtration control simulation random numbers |
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