Доступ предоставлен для: Guest
Портал Begell Электронная Бибилиотека e-Книги Журналы Справочники и Сборники статей Коллекции
Journal of Automation and Information Sciences
SJR: 0.232 SNIP: 0.464 CiteScore™: 0.27

ISSN Печать: 1064-2315
ISSN Онлайн: 2163-9337

Выпуски:
Том 51, 2019 Том 50, 2018 Том 49, 2017 Том 48, 2016 Том 47, 2015 Том 46, 2014 Том 45, 2013 Том 44, 2012 Том 43, 2011 Том 42, 2010 Том 41, 2009 Том 40, 2008 Том 39, 2007 Том 38, 2006 Том 37, 2005 Том 36, 2004 Том 35, 2003 Том 34, 2002 Том 33, 2001 Том 32, 2000 Том 31, 1999 Том 30, 1998 Том 29, 1997 Том 28, 1996

Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v43.i4.30
pages 20-34

Diffuse Initialization of Kalman Filter

Boris A. Skorohod
Sevastopol National Technical University, Ukraine

Краткое описание

The behavior of Kalman filter is studied at interpretation of unknown initial conditions as the random variables having a covariance matrix proportional to large positive parameter. The developed approach allows one to express characteristics of the filter in an analytic form, to explain a phenomenon of divergence and propose a limiting estimation algorithm which is independent of large initial parameter leading to divergence. As the application there were considered two problems: filtering with a sliding window and a parameter estimation of separable regression. The received results are illustrated by example of training a radial basic neural network.


Articles with similar content:

MODEL-BASED VELOCITY ESTIMATION USING THE KALMAN FILTER
Journal of Flow Visualization and Image Processing, Vol.1, 1993, issue 3
Hikaru Inooka, Kohtaro Ohba, Tadashi Ishihara
Realization of the Game Approach to Control of Second Order Linear Objects
Journal of Automation and Information Sciences, Vol.41, 2009, issue 10
Igor F. Eryemenko, Alexander G. Gurko
Synthesizing Spaces for Restoring Membership Functions in Fuzzy Image Recognition Problems
Journal of Automation and Information Sciences, Vol.28, 1996, issue 5-6
V. I. Vasil'ev, V. I. Sushko
Solution of Dissipativity Problem for Adaptive Control System of Nonminimum-Phase Plant Based on Set-Membership Estimation Method
Journal of Automation and Information Sciences, Vol.33, 2001, issue 9
Leonid S. Zhiteckii
Theoretical and Methodical Principles of Capital Structure Management in the Innovation Activity of Telecommunication Operators
Journal of Automation and Information Sciences, Vol.50, 2018, issue 3
Kseniya V. Kovtunenko , Yuriy V. Kovtunenko , Ekaterina A. Tanashchuk