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A robust adaptive filter based on online filter parameter identification
An De-Xi ; Liang Yan ; Zhou Dong-Hua
2010-05-06 ; 2010-05-06
关键词Theoretical or Mathematical/ adaptive filters delays nonlinear systems parameter estimation stochastic systems/ robust adaptive filter online filter parameter identification time-varying nonlinear stochastic system unmodeled dynamics optimal filtering parameter state error covariance filtering residual nonlinear time-delay stochastic system/ C1340G Time-varying control systems C1220 Simulation, modelling and identification C1260S Signal processing theory C1340K Nonlinear control systems C1340J Distributed parameter control systems
中文摘要A class of time-varying nonlinear stochastic systems subject to unmodeled dynamics and disturbances is considered. Through online filter parameter identification, a robust adaptive filter (RAF) is proposed. The optimal filtering parameters, such as covariance of state errors and filtering residuals, are determined by minimizing the covariance of state errors and ensuring the orthogonality of the filtering residuals at two adjacent times. The simulation example is a nonlinear time-delay stochastic system, in which mean and covariance of measurement errors are changed randomly and abruptly to simulate sensor faults. Even in such severe scenario, the RAF has strong robustness against measurement errors and shows satisfactory adaptive ability to track changes of time-delay and parameters no matter whether such changes are abrupt or slow.
语种中文 ; 中文
出版者Science Press ; China
内容类型期刊论文
源URL[http://hdl.handle.net/123456789/9234]  
专题清华大学
推荐引用方式
GB/T 7714
An De-Xi,Liang Yan,Zhou Dong-Hua. A robust adaptive filter based on online filter parameter identification[J],2010, 2010.
APA An De-Xi,Liang Yan,&Zhou Dong-Hua.(2010).A robust adaptive filter based on online filter parameter identification..
MLA An De-Xi,et al."A robust adaptive filter based on online filter parameter identification".(2010).
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