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自动化与信息科学期刊

每年出版 12 

ISSN 打印: 1064-2315

ISSN 在线: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Adaptive Filtration with Constraints on Estimated Parameters

卷 38, 册 5, 2006, pp. 65-80
DOI: 10.1615/J Automat Inf Scien.v38.i5.70
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摘要

The paper introduces a new procedure for solving parameter identification problem with constraints on estimated parameters based on analysis of statistical characteristics of suboptimal finite memory filter discrepancy. We introduce equality type linear constraints on estimating the mathematical expectation of measurement noise and analyze accuracy of estimates obtained with and without these constraints. Consideration is given to applicability of proposed procedure to Sun heliograms analysis, efficiency of this application being shown.

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