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Journal of Automation and Information Sciences

Erscheint 12 Ausgaben pro Jahr

ISSN Druckformat: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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Adaptive Filtration with Constraints on Estimated Parameters

Volumen 38, Ausgabe 5, 2006, pp. 65-80
DOI: 10.1615/J Automat Inf Scien.v38.i5.70
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ABSTRAKT

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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