| contributor author | T. Yoshimura | |
| contributor author | T. Soeda | |
| date accessioned | 2017-05-08T23:00:22Z | |
| date available | 2017-05-08T23:00:22Z | |
| date copyright | September, 1976 | |
| date issued | 1976 | |
| identifier issn | 0022-0434 | |
| identifier other | JDSMAA-26039#296_1.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/88458 | |
| description abstract | This paper is concerned with an approach for identifying the input and observation noise covariances in continuous linear systems. The estimates of noise covariances are evaluated as the mean squares of Brownian motion processes conditioned upon all the available observation data. The suboptimal solutions are obtained in the sense that the differential equations for the evolution of the estimates are derived. Numerical examples for a simple system indicate acceptable performance of the proposed method. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | On the Identification of Noise Covariances in Continuous Linear Systems | |
| type | Journal Paper | |
| journal volume | 98 | |
| journal issue | 3 | |
| journal title | Journal of Dynamic Systems, Measurement, and Control | |
| identifier doi | 10.1115/1.3427038 | |
| journal fristpage | 296 | |
| journal lastpage | 300 | |
| identifier eissn | 1528-9028 | |
| keywords | Noise (Sound) | |
| keywords | Linear systems | |
| keywords | Brownian motion AND Differential equations | |
| tree | Journal of Dynamic Systems, Measurement, and Control:;1976:;volume( 098 ):;issue: 003 | |
| contenttype | Fulltext | |