Accession Number:
AD0739618
Title:
Adaptive Parameter Tracking,
Descriptive Note:
Corporate Author:
RENSSELAER POLYTECHNIC INST TROY N Y SYSTEMS ENGINEERING DIV
Personal Author(s):
Report Date:
1969-01-01
Pagination or Media Count:
4.0
Abstract:
Time varying parameters appearing in a dynamic system are estimated on-line using an adaptive extended Kalman filter. Two distinct schemes for adaptive filtering are considered, based upon the alteration of the predicted error covariance matrix according to the difference between the size of the observed residuals and their predicted values. Results are presented for the identification of the frequency and damping of time varying second order systems. Author
Descriptors:
Subject Categories:
- Statistics and Probability