COMBINED FILTERING AND PARAMETER-ESTIMATION - APPROXIMATIONS AND ROBUSTNESS

被引：5

作者：

RUNGGALDIER, WJ ^{[1
]}

VISENTIN, C ^{[1
]}

机构：

[1] INT INST APPL SYST ANAL,A-2361 LAXENBURG,AUSTRIA

来源：

AUTOMATICA | 1990年 / 26卷 / 02期

关键词：

Adaptive systems; approximation algorithms; Bayes methods; discrete time systems; non-linear filtering; parameter estimation; recursive estimation; robustness;

D O I：

10.1016/0005-1098(90)90136-6

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The filtering problem for a non-linear discrete time model is considered, that includes as a special case the problem of combined filtering and parameter estimation for linear models. The filter derived in the paper is shown to be robust, in a specific sense, with respect to small variations in the a priori distributions in the model. © 1990.

引用

页码：401 / 404

页数：4

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