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Industrial Automatic Control Systems and Controllers

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Statistical identification. Adaptive Filtering
Kuznetsov V.I.

Formulation of the problem is presented for adaptive filtering conditions of a priori uncertainty distribution parameters forming the noise in the state equation of the dynamic system. The necessity and feasibility of establishing the correctness of the adaptive filter synthesis problem by introducing an additional equation in the form of equity, which ensures that the adequacy of the model states of real dynamical system outputs the measured parameters.
Synthesized filtration equation and functioning contour parametric adaptation for the conditions when the dynamical system at random times with indignation appear not fully known characteristics, which is made possible by the introduction of justified lacking equation relating the statistical evaluation of the formative noise in the equation of state with its manifestation in the equations measurements in the form of a slowly varying vector deviation.

Keywords: mathematical model; adaptation; the adequacy of the models; perturbations; measurement; uncertainty; parameters of dynamical systems; filtering; noise.

Contacts: E-mail: vi_kuznetsov@bk.ru

Pp. 20-27.

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