| 一类随机系统的自适应滤波 |
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| 引用本文： | 徐炳吉. 一类随机系统的自适应滤波[J]. 华中科技大学学报(自然科学版), 1996, 0(10) |
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| 作者姓名： | 徐炳吉 |
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| 作者单位： | 山东工程学院 |
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| 摘 要： | 讨论一类含时变未知参数的随机系统，给出该系统在系统状态噪声与量测噪声于有限时间区间上相关情况下的自适应滤波递推公式，并给出相应的滤波算法
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| 关 键 词： | 随机系统；自适应滤波；参数估计 |
Adaptive Filtering for a Class of Stochastic Systems |
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| Xu Bingji Shandong Instituter of Technology,Zhibo ,China.. Adaptive Filtering for a Class of Stochastic Systems[J]. JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE, 1996, 0(10) |
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| Authors: | Xu Bingji Shandong Instituter of Technology Zhibo China. |
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| Affiliation: | Xu Bingji Shandong Instituter of Technology,Zhibo 255012,China. |
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| Abstract: | For a class of stochastic systems with unknown time varying parameters, adaptive filtering recurrence formulae are proposed in the case where the state and measurement noises are correlated on a finite time interval. |
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| Keywords: | stochastic system adaptive filtering parameter estimate |
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