Setting method of smoothing constant in exponential smoothing

被引：0
|
作者：
Morimoto, J [1 ]
Kasamatsu, H [1 ]
Higuchi, A [1 ]
Yoshida, T [1 ]
Tabuchi, T [1 ]
机构：
[1] Tokushima Bunri Univ, Kagawa, Japan
来源：
SICE 2004 ANNUAL CONFERENCE, VOLS 1-3 | 2004年
关键词：
exponential smoothing; smoothing constant; Kalman filter;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This article presents a method for setting the smoothing constant in the exponential smoothing. In a practical situation of the trend estimation, the smoothing constant is set relying on an analyst's background. We propose an adaptive setting method of the smoothing constant by solving the problem of tuning the gain of the Kalman filter.
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页码：1735 / 1738
页数：4
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