Wiener state estimators based on Kalman filtering

Zidonghua Xuebao/Acta Automatica Sinica

Volumn 30, Issue 1, 2004, Pages 126-130

  Deng, Zi Li ^a   Sun, Shu Li ^a  

^a HEILONGJIANG UNIVERSITY   (China)

Author keywords

Filtering; Kalman filtering method; Prediction; Smoothing; Wiener state estimators

Indexed keywords

COMPUTER SIMULATION; KALMAN FILTERING; OPTIMIZATION; RECURSIVE FUNCTIONS; SYSTEM STABILITY; THEOREM PROVING;

AUTOREGRESSIVE MOVING AVERAGE INNOVATION MODELS; STATE FILTERING; STATE PREDICTION; STATE SMOOTHING; STEADY STATE KALMAN FILTERS; STEADY STATE KALMAN PREDICTORS; WIENER STATE ESTIMATORS;

STATE ESTIMATION;

EID: 2342580232     PISSN: 02544156     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (5)

1. Deng Z L. Optimal Filtering Theory and Applications-Modern Time Series Analysis Method. Harbin: Harbin Institute of Technology Press, 2000 (in Chinese)
2. Deng Z L, Liu Y M. A unified steady-state Kalman estimator. Information and Control, 1999, 28(4): 249-253 (in Chinese)
3. Meditch J S. Stochastic Optimal Linear Estimation and Control. Harbin: Heilongjiang People's Press, 1984 (in Chinese)
4. Chisci L, Mosca E. Polynomial equations for the linear MMSE state estimation. IEEE Transactions on Automatic Control, 1992, 37(5): 623-626
5. Deng Z L, Xu Y. A unified Wiener state estimators. Information and Control, 1998, 27(5): 336-341 (in Chinese)