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Congruence Conditions Between System Identification and Kalman Filtering
- Source :
- IFAC Proceedings Volumes. 25:76-79
- Publication Year :
- 1992
- Publisher :
- Elsevier BV, 1992.
-
Abstract
- In this paper consideration is given to the problem of determining an optimal estimate of the output of a linear dynamic SISO system from the knowledge of the input-output data corrupted by additive noise. The solution of this problem can be divided into two steps: first. the model of the system and of the noise affecting the data is identified. then a Kalman filter is designed on the basis of this model. Since the result of the identification scheme may be a whole family of models. a comparison between these different systems is analyzed with refcrence to the behavior of the associated Kalman filters. Some silmulation results are finally discussed.
Details
- ISSN :
- 14746670
- Volume :
- 25
- Database :
- OpenAIRE
- Journal :
- IFAC Proceedings Volumes
- Accession number :
- edsair.doi...........56d501ddc0c09ae6ace8504d3e7ce4a8