scispace - formally typeset
Journal ArticleDOI

Self-adaptive Kalman filter

Peter C. Young
- 07 Jun 1979 - 
- Vol. 15, Iss: 12, pp 358-360
Reads0
Chats0
TLDR
It is shown how the refined instrumental variable (r.i.v.) method of recursive parameter estimation can be modified simply so that it functions as an optimal adaptive filter and state-estimation algorithm.
Abstract
It is shown how the refined instrumental variable (r.i.v.) method of recursive parameter estimation can be modified simply so that it functions as an optimal adaptive filter and state-estimation algorithm.

read more

Citations
More filters
Journal ArticleDOI

Water quality modeling: A review of the analysis of uncertainty

M.B. Beck
TL;DR: A review of the role of uncertainty in the identification of mathematical models of water quality and in the application of these models to problems of prediction can be found in this paper, where four problem areas are examined in detail: uncertainty about model structure, uncertainty in estimated model parameter values, the propagation of prediction errors, and the design of experiments in order to reduce the critical uncertainties associated with a model.
Journal ArticleDOI

Parameter estimation for continuous-time models-A survey

TL;DR: The paper reviews the progress of research on parameter estimation for continuous-time models of dynamic systems over the period 1958-1980 and includes a classification system which conforms as closely as possible to that which has arisen naturally over the past two decades.
Journal ArticleDOI

Liquid-crystal blazed-grating beam deflector

TL;DR: A transmission-type nonmechanical multiple-angle beam-steering device that uses liquid-crystal blazed grating that yields in excess of 500 deflecting angles is developed.
Journal ArticleDOI

Soft-sensors for process estimation and inferential control

TL;DR: Two adaptive estimators (software based sensors or ‘soft-sensors’) for inferring process outputs that are subject to large measurement delays, from other (secondary) outputs which may be sampled more rapidly, are presented.
Journal ArticleDOI

State space control system design based on non-minimal state-variable feedback: Further generalization and unification results

TL;DR: In this paper, a proportional integral plus linear quadratic (PIP-LQ) control based on non-minimal state space (NMSS) control system design is presented, which can be constrained to yield exactly the same control algorithm as both generalized predictive control (GPC) and standard, minimal state, LQG design methods.
References
More filters
Journal ArticleDOI

Adaptive observers with exponential rate of convergence

TL;DR: In this article, the problem of observing the state of an unknown, time invariant linear system from measurements of its input and output is considered, and the approach taken here proceeds from a parametrized observer, which is only an alternative, equivalent representation of the Luenberger observer.
Journal ArticleDOI

Refined instrumental variable methods of recursive time-series analysis Part III. Extensions

TL;DR: The paper shows how the refined IV procedure can be extended in various important directions and how it can provide the basis for the synthesis of optimal generalized equation error (GEE) algorithms for a wide class of stochastic dynamic systems.
Journal ArticleDOI

Some observations on instrumental variable methods of time-series analysis

TL;DR: This paper discusses the instrumental variable (IV) and approximate maximum likelihood (AML) methods of recursive time-series analysis and shows how they can be unified to some extent within the context of maximum likelihood estimation.
Related Papers (5)