Adaptive Parameter Tracking,

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)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1969
Accession Number
AD0739618

Entities

People

  • D. Beaulier
  • H. Kaufman

Organizations

  • Rensselaer Polytechnic Institute

Tags

DTIC Thesaurus Topics

  • Covariance
  • Filters
  • Filtration
  • Frequency
  • Identification
  • Kalman Filters
  • Mathematical Analysis
  • Mathematical Filters
  • Mathematics
  • Residuals
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.