Comparison of linear and nonlinear methods of confidence estimation for statistically uncertain systems

被引：2
|
作者：
Medvedeva, N. V. [1 ]
Timofeeva, G. A. [1 ]
机构：
[1] Ural State Acad Railway Transport, Ekaterinburg, Russia
来源：
AUTOMATION AND REMOTE CONTROL | 2007年 / 68卷 / 04期
基金：
俄罗斯基础研究基金会;
关键词：
Number:; 05-01-00434; Acronym:; -; Sponsor: Russian Foundation for Basic Research;
D O I：
10.1134/S0005117907040054
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we consider a problem of confidence sets design for the estimation problem with observations in the system that contains both random perturbations with given distributions and uncertain perturbations with information completely defined by the domain of their possible values. Two approaches are compared: the first is based on application of a posteriori distributions and relations of the Kalman filter for systems with uncertain parameters, the other is connected with design of optimal confidence sets. It was shown that nonlinear estimates are better for the estimation problem under consideration.
引用
收藏
页码：619 / 627
页数：9
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