论文部分内容阅读
本文给出了指数自回归模型参数估计的扩充Kalman滤波器,并利用该方法对一组非线性随机振动数据进行了分析。
In this paper, an extended Kalman filter for estimating the parameters of an exponential autoregressive model is given. A set of nonlinear stochastic vibration data are analyzed using this method.