Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems

Automatica

Volumn 32, Issue 2, 1996, Pages 199-216

  Deng, Zi Li ^a   Zhang, Huan Shui ^b   Liu, Shu Jun ^c   Zhou, Lu ^d  

^a HEILONGJIANG UNIVERSITY   (China)

^b NORTHEASTERN UNIVERSITY   (China)

^c Shenyang Paraffin Eng Company   (China)

^d HARBIN INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Deconvolulion; Local asymptotic stability; Optimal estimation; Self tuning estimators; State estimation; Steady state Kalman filtering; White noise estimators

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; KALMAN FILTERING; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; RECURSIVE FUNCTIONS; SELF TUNING CONTROL SYSTEMS; TIME DOMAIN ANALYSIS; WHITE NOISE;

AUTOREGRESSIVE MOVING AVERAGE SYSTEM; CORRELATION NOISES; DECONVOLUTION; KALMAN PREDICTOR GAIN; OPTIMAL ESTIMATION; SELF TUNING ESTIMATORS; SINGULAR TRANSITION MATRIX; WHITE NOISE ESTIMATORS;

STATE ESTIMATION;

EID: 0030086891     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(96)85549-X     Document Type: Article

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