摘要
本文根据Ｋａｌｍａｎ滤波与时间序列分析的理论，对非线性随机系统，导出了状态与参数同时进行估计的递推算法，研究了它们的统计性质．为减少估计误差，用两层估计方法改进了估计精度．
In this paper the recursive algorithm for estimating the state and parameter simultaneously in nonlinear stochastic system is deduced according to the theory of Kalman filtering wave and time series analysis, and the statistic property of estimation is studied. For decreasing the estimating error, the method of two level estimation is introduced, and the estimation precision is improved. The algorithm mentioned above is applicated effectively in SISO system.
出处
《高校应用数学学报（A辑）》
CSCD
北大核心
1996年第3期283-290,共8页
Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金
中国人民银行教育基金
