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Journal of Automation and Information Sciences
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN Imprimir: 1064-2315
ISSN En Línea: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v31.i4-5.50
pages 22-32

Differential and Integral Form of Kalman Filter in Problems of Identification of Statistical Characteristics of Dynamic Systems

Mikhail Z. Zgurowsky
National Technical University of Ukraine "Igor Sikorsky Kiev Polytechnic Institute" Kiev, Ukraine
Vladimir N. Podladchikov
Institute of Applied Systems Analysis of National Technical University of Ukraine "Kiev Polytechnical Institute"

SINOPSIS

An alternative approach is proposed for solving the problem of identification of the statistic characteristics of noise in a linear dynamic system. An integral representation of Kalman filter is used for analysis of residuals of a filter which has maximal sensitivity with respect to the values of the parameters subject to identification.


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