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    State-Space Model and Kalman Filter Gain Identification by a Kalman Filter of a Kalman Filter

    Source: Journal of Dynamic Systems, Measurement, and Control:;2018:;volume( 140 ):;issue: 003::page 30902
    Author:
    Phan, Minh Q.
    ,
    Vicario, Francesco
    ,
    Longman, Richard W.
    ,
    Betti, Raimondo
    DOI: 10.1115/1.4037778
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: This paper describes an algorithm that identifies a state-space model and an associated steady-state Kalman filter gain from noise-corrupted input–output data. The model structure involves two Kalman filters where a second Kalman filter accounts for the error in the estimated residual of the first Kalman filter. Both Kalman filter gains and the system state-space model are identified simultaneously. Knowledge of the noise covariances is not required.
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      State-Space Model and Kalman Filter Gain Identification by a Kalman Filter of a Kalman Filter

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    http://yetl.yabesh.ir/yetl1/handle/yetl/4254012
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    contributor authorPhan, Minh Q.
    contributor authorVicario, Francesco
    contributor authorLongman, Richard W.
    contributor authorBetti, Raimondo
    date accessioned2019-02-28T11:13:26Z
    date available2019-02-28T11:13:26Z
    date copyright11/8/2017 12:00:00 AM
    date issued2018
    identifier issn0022-0434
    identifier otherds_140_03_030902.pdf
    identifier urihttp://yetl.yabesh.ir/yetl1/handle/yetl/4254012
    description abstractThis paper describes an algorithm that identifies a state-space model and an associated steady-state Kalman filter gain from noise-corrupted input–output data. The model structure involves two Kalman filters where a second Kalman filter accounts for the error in the estimated residual of the first Kalman filter. Both Kalman filter gains and the system state-space model are identified simultaneously. Knowledge of the noise covariances is not required.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleState-Space Model and Kalman Filter Gain Identification by a Kalman Filter of a Kalman Filter
    typeJournal Paper
    journal volume140
    journal issue3
    journal titleJournal of Dynamic Systems, Measurement, and Control
    identifier doi10.1115/1.4037778
    journal fristpage30902
    journal lastpage030902-9
    treeJournal of Dynamic Systems, Measurement, and Control:;2018:;volume( 140 ):;issue: 003
    contenttypeFulltext
    DSpace software copyright © 2002-2015  DuraSpace
    نرم افزار کتابخانه دیجیتال "دی اسپیس" فارسی شده توسط یابش برای کتابخانه های ایرانی | تماس با یابش
    yabeshDSpacePersian
     
    DSpace software copyright © 2002-2015  DuraSpace
    نرم افزار کتابخانه دیجیتال "دی اسپیس" فارسی شده توسط یابش برای کتابخانه های ایرانی | تماس با یابش
    yabeshDSpacePersian