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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.v32.i11.100
pages 72-86

Filtration in Multirate Discrete Dynamic Systems with a Priori Uncertain Probability Properties of Perturbations

Vladimir N. Podladchikov
Institute of Applied Systems Analysis of National Technical University of Ukraine "Kiev Polytechnical Institute"
Alexander S. Kopychko
National Technical University of Ukraine "Kiev Polytechnical Institute", Ukraine

SINOPSIS

The paper is devoted to development of methods and algorithms for identification of unknown covariance noise matrices in multirate discrete control systems and also to design of multirate adaptive filters for state estimation. The method for problem solution is based on calculating discrepancies for a suboptimal Kalman filter with application to a free model. The method essentially uses the integral representation of a Kalman filter that allows for analytical expression of its properties. The convergence of the suggested identification algorithms is proven with the use of the minimum memory concept for a suboptimal filter. The efficiency of the algorithms is illustrated by simulation examples.


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