| 具有有色观测噪声和未知模型参数的自适应状态估计器 |
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| 引用本文： | 周露,吴瑶华.具有有色观测噪声和未知模型参数的自适应状态估计器[J].宇航学报,1997,18(2):8-13. |
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| 作者姓名： | 周露 吴瑶华 |
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| 作者单位： | [1]北京师范大学数学系 [2]哈尔滨工业大学航天工程与力学系 |
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| 摘 要： | 本文针对具有有色观测噪声和未知模型参数的状态估计问题，基于ＡＲＭＡ新息模型的在线辨识，输出多步推预报和白噪声滤波器，提出了一种新颖的自适应状态估计器。方法简单，且具有渐近最优性。仿真结果说明了瓣方法的有效性。
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| 关 键 词： | 自适应滤波器 状态估计 辨识 有色观测噪声 |
ADAPTIVE STATE ESTIMATOR WITH COLOURED MEASUREMENT NOISE AND UNKNOWN MODEL PARAMETERS |
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| Zhou Lu,Wu Yaohua,Huang Wenhu,Wen Xin.ADAPTIVE STATE ESTIMATOR WITH COLOURED MEASUREMENT NOISE AND UNKNOWN MODEL PARAMETERS[J].Journal of Astronautics,1997,18(2):8-13. |
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| Authors: | Zhou Lu Wu Yaohua Huang Wenhu Wen Xin |
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| Abstract: | Based on on Line inentification of ARMA innovation model,the multistep recursive output prediction and white noise filter,a novel adaptive state estimator is presented for the state estimation problem with coloured measurement noise and unknown model parameters The approach is simple and it has asympototically optimal behaviour Simulation example is given to demonstrate the effectiveness of this approach |
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| Keywords: | Adaptive filters State estimation Identification Prediction Kalman filters |
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