Optimal joint adaptive estimation of parameter and state of a linear stochastic system with application to tracking
An extension is described in this paper of the optimal joint estimation of parametres and state in stochastic linear systems, to the single input-single output situation, which is the kind of system that appears in the tracking of the position of an unknown flying object in one direction if interact...
| Autores: | , , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1979 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/4442 |
| Acceso en línea: | https://hdl.handle.net/2099/4442 |
| Access Level: | acceso abierto |
| Palabra clave: | Mathematical programming Programació (Matemàtica) Classificació AMS::90 Operations research, mathematical programming::90C Mathematical programming |
| Sumario: | An extension is described in this paper of the optimal joint estimation of parametres and state in stochastic linear systems, to the single input-single output situation, which is the kind of system that appears in the tracking of the position of an unknown flying object in one direction if interaction between coordinates is neglected. An application to radar tracking follows, with special emphasis on the description of the discrete filtering algorithm that processes the data given by a radar. Some results of the computer program with simulated and with real data, are disclosed. |
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