Joint estimation and identification for stochastic systems with unknown inputs

被引:32
|
作者
Lan, Hua [1 ]
Liang, Yan [1 ]
Yang, Feng [1 ]
Wang, Zengfu [1 ]
Pan, Quan [1 ]
机构
[1] Northwestern Polytech Univ, Sch Automat, Xian 710072, Shaanxi, Peoples R China
来源
IET CONTROL THEORY AND APPLICATIONS | 2013年 / 7卷 / 10期
基金
美国国家科学基金会;
关键词
STATE ESTIMATION; TARGET TRACKING; FAULT-DETECTION; LINEAR-SYSTEMS; OBSERVERS; ALGORITHMS; BENCHMARK; DESIGN;
D O I
10.1049/iet-cta.2013.0996
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Motivated by tracking a manoeuvring target in electronic counter environments, the authors present the problem of joint estimation and identification of a class of discrete-time stochastic systems with unknown inputs in both the plant and sensors. Based on the expectation-maximum criterion, the joint optimisation scheme of state estimation, parameter identification and iteration terminate decision were derived. A numerical example of tracking a manoeuvring target accompanied range gate pull-off is utilised to verify the proposed scheme.
引用
收藏
页码:1377 / 1386
页数:10
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