Title :
Rapid estimation by detecting probabilistically unknown impulse inputs
Author :
Sanyal, P. ; Shen, C.N.
Author_Institution :
Rensselaer Polytechnic Institute, Troy, New York
Abstract :
For on-line estimation of the parameters of a system with unknown impulse inputs, Kalman filter does not perform adequately. A scheme has been developed to detect and estimate the impulse changes and thus obtain a rapid estimate. An example shows the desirability of the new method.
Keywords :
Convergence; Gaussian noise; Gaussian processes; Kalman filters; Noise measurement; Parameter estimation; State estimation;
Conference_Titel :
Decision and Control, 1972 and 11th Symposium on Adaptive Processes. Proceedings of the 1972 IEEE Conference on
Conference_Location :
New Orleans, Louisiana, USA
DOI :
10.1109/CDC.1972.268995
