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Use of an analogue computer in the application of Kalman filter methods of system identification in the presence of noise

✍ Scribed by A.P. Roberts; M.W.A. Smith

Publisher
Elsevier Science
Year
1977
Tongue
English
Weight
639 KB
Volume
19
Category
Article
ISSN
0378-4754

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✦ Synopsis

Kalman filtering is applied to the problem of System Identification by interchanging the roles of the state variables and the unknown parameters.

It is assumed that simultaneous operating records of the controls applied and the measured outputs of the plant are available, and that the records of the outputs contain noise. The theory is developed in continuous time and the advantages and limitations of analogue computational methods are discussed.

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