On estimation of noise variance in linear dynamic systems by multiple observers

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

The use of multiple observers as a practical solution to the problem of determining the variances of the noise that excite a dynamic process or are present in observing it is discussed. The method is relatively easy to implement and does not require extraordinary computer resources, and at least in several examples studied by simulation, it can give acceptable performance. The method was tested on data obtained from real gyros. Since the true value of the parameters were, of course, unknown in these cases, it was not possible to determine how well the method works for real data; it was determined, however, that the results obtained by this method were in reasonably good agreement with the results obtained by the standard algorithm embodied in the test equipment. This is further favorable evidence that the method is practical.

Original languageEnglish (US)
Title of host publicationProc 5 IEEE Int Symp Intell Control 90
PublisherPubl by IEEE
Pages1237-1239
Number of pages3
ISBN (Print)0818621087
StatePublished - Dec 1 1990
EventProceedings of the 5th IEEE International Symposium on Intelligent Control 1990 - Philadelphia, PA, USA
Duration: Sep 5 1990Sep 7 1990

Publication series

NameProc 5 IEEE Int Symp Intell Control 90

Other

OtherProceedings of the 5th IEEE International Symposium on Intelligent Control 1990
CityPhiladelphia, PA, USA
Period9/5/909/7/90

All Science Journal Classification (ASJC) codes

  • Engineering(all)

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