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自动化与信息科学期刊
SJR: 0.238 SNIP: 0.464 CiteScore™: 0.27

ISSN 打印: 1064-2315
ISSN 在线: 2163-9337

卷:
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自动化与信息科学期刊

DOI: 10.1615/J Automat Inf Scien.v38.i5.70
pages 65-80

Adaptive Filtration with Constraints on Estimated Parameters

Vladimir N. Podladchikov
Institute of Applied Systems Analysis of National Technical University of Ukraine "Kiev Polytechnical Institute"
Nina A. Naroditskaya
Institute of Applied Systems Analysis of National Technical University of Ukraine "Kiev Polytechnical Institute", Ukraine
Elena V. Podladchikova
Royal Observatory of Belgium, Brussels, Belgium

ABSTRACT

The paper introduces a new procedure for solving parameter identification problem with constraints on estimated parameters based on analysis of statistical characteristics of suboptimal finite memory filter discrepancy. We introduce equality type linear constraints on estimating the mathematical expectation of measurement noise and analyze accuracy of estimates obtained with and without these constraints. Consideration is given to applicability of proposed procedure to Sun heliograms analysis, efficiency of this application being shown.


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