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Industrial Automatic Control Systems and Controllers

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Statistical Identification. Given the Uneven Counting Time
Kuznetsov V.I.

The article considers the rationale of statistical averaging of random sequences in the contours of parametric nonlinear filters adaptation the allocation of a slowly varying Markov component characterizing the error covariance matrix of forming noise in the equations of states of a dynamic system. Proposed decision in adjusting weight moving average filter with possible manifestations of uneven temporal sampling measurements.

Keywords: sampling time samples; statistical averaging of random sequences; recursive filters are moving average.

Contacts: E-mail: vi_kuznetsov@bk.ru

Pp. 32-35.

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