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Journal of Automation and Information Sciences

Published 12 issues per year

ISSN Print: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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

Volume 31, Issue 4-5, 1999, pp. 22-32
DOI: 10.1615/JAutomatInfScien.v31.i4-5.50
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ABSTRACT

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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