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DING Zhao-hong, SHA Quan, YUAN Zhen-dong. Identification of Laguerre Model and Design Variable for Time-varying Systems(2)------Kalman filter algorithms[J]. Journal of East China Normal University (Natural Sciences), 2003, (1): 25-30.
Citation:
DING Zhao-hong, SHA Quan, YUAN Zhen-dong. Identification of Laguerre Model and Design Variable for Time-varying Systems(2)
------Kalman filter algorithms[J]. Journal of East China Normal University (Natural Sciences), 2003, (1): 25-30.
DING Zhao-hong, SHA Quan, YUAN Zhen-dong. Identification of Laguerre Model and Design Variable for Time-varying Systems(2)------Kalman filter algorithms[J]. Journal of East China Normal University (Natural Sciences), 2003, (1): 25-30.
Citation:
DING Zhao-hong, SHA Quan, YUAN Zhen-dong. Identification of Laguerre Model and Design Variable for Time-varying Systems(2)
------Kalman filter algorithms[J]. Journal of East China Normal University (Natural Sciences), 2003, (1): 25-30.
It is supposed that the time-varying parameters included in the system are stationary AR(1) variable. The estimate of the mean square error (MSE) of transfer function for time-varying Laguerre model is discussed. The approximate expression of MSE for Kalman filter algorithms can be derived under following assumptions:the dynamic of the system is slowly changing, the adaptation is also quite slow and the order of model system is high enough. Using Laguerre model instead of FIR model,the MSE will be reduced and the order of Laguerre model is reduced as well. The optimization problems for design variables of time-varying system identification algorithms are discussed.
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