제어로봇시스템학회:학술대회논문집
- 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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- Pages.1041-1044
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- 1988
ADAPTIVE CHANDRASEKHAR FILLTER FOR LINEAR DISCRETE-TIME STATIONALY STOCHASTIC SYSTEMS
- Sugisaka, Masanori (Department of Electrical Engineering, Faculty of Engineering, Oita Univ.)
- 발행 : 1988.10.01
초록
This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.
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