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Details for article 2 of 11 found articles
| Title: |
Adaptive state estimation for systems with coloured observation noise |
| Author: |
Sinha, N. K. Tom, Alvan F. W. |
| Appeared in: |
International journal of systems science |
| Paging: | Volume 9 (1978) nr. 1 pages 31-43 |
| Year: |
1978-01-01 |
| Contents: |
An adaptive scheme is proposed for obtaining the steady-state optimal filter gain matrix for a linear time-invariant discrete-time system when it is assumed that the observations are contaminated with unknown coloured noise. An autoregressive vector moving-average model is proposed for the coloured observation noise and the parameters of this model are estimated by using a recent multivariate linear least-squares estimation technique. This is followed by an algorithm for tracking the gain matrix and correcting it for optimality. Results of simulation of an inert ial navigation system are included. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 11 found articles
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