대한전기학회:학술대회논문집 (Proceedings of the KIEE Conference)
- 대한전기학회 1992년도 하계학술대회 논문집 A
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- Pages.305-307
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- 1992
이노베이션 상관관계 테스트를 이용한 잡음인식
Identification of Noise Covariance by using Innovation Correlation Test
초록
This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics
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