Conference proceeding
A polynomial algorithm for noise identification in linear systems
Proceedings. 5th IEEE International Symposium on Intelligent Control 1990, pp 595-600 vol.1
1990
Abstract
The implementation of an optimal adaptive filter in a composite system consisting of a Kalman filter and a noise covariance identifier is addressed. A method of noise identification employing a polynomial transformation of the system output is presented. The method eliminates batch processing, indirect observation through filtering apparatus, and the need for a priori estimates for tuning the noise estimation apparatus. The result is a robust method, suitable for online incremental update, and time-varying systems, free of tunable parameters or a priori assumptions other than the values of the deterministic system parameters, and highly parallelizable.< >
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Details
- Title
- A polynomial algorithm for noise identification in linear systems
- Creators
- R.T Morein - Automata Design Assoc., Dresher, PA, USAP Kalata
- Publication Details
- Proceedings. 5th IEEE International Symposium on Intelligent Control 1990, pp 595-600 vol.1
- Publisher
- IEEE Comput. Soc. Press
- Resource Type
- Conference proceeding
- Language
- English
- Academic Unit
- [Retired Faculty]
- Other Identifier
- 991019182663104721