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Filtering for Dynamic Systems Under Unknown State transition Matrices

✍ Scribed by Katsumi Sakata; Kiichiro Izumida

Book ID
104591317
Publisher
John Wiley and Sons
Year
1990
Tongue
English
Weight
528 KB
Volume
21
Category
Article
ISSN
0882-1666

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✦ Synopsis

Abstract

A filter is proposed which generates the state estimate independently of the physical condition which determines the dynamic characteristics of a system. This filter consists in digital first‐order filters and a controller. The predicted state is corrected repeatedly until the weighted mean of the predicted residual square becomes less than the residual covariance. The correction procedure is that the predicted residual is input to digital first‐order filters, the outputs of these filters are multiplied by constants and the result is added to the predicted state as a corrector.

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