论文部分内容阅读
本文针对具有有色观测噪声和未知模型参数的状态估计问题，基于ＡＲＭＡ新息模型的在线辨识，输出多步递推预报和白噪声滤波器，提出了一种新颖的自适应状态估计器。方法简单，且具有渐近最优性。仿真结果说明了新方法的有效性。
Aiming at the problem of state estimation with colored observation noise and unknown model parameters, this paper presents a novel adaptive state estimator based on on-line identification of ARMA interest model, output of multi-step recursive prediction and white noise filter. The method is simple and has asymptotic optimality. The simulation results show the effectiveness of the new method.