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Journal of Automation and Information Sciences

 

ISSN for PRINT: 1064-2315

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$2573.00

Issues per year:

12

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Best Paper Award Selection - Editorial Board Site

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2006, Volume38

Issue 5

  83 pages  

DOI: 10.1615/J Automat Inf Scien.v38.i5   

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Issue price - $238.00  

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  • Adaptive Filtration with Constraints on Estimated Parameters
  • Vladimir N. Podladchikov
    Institute of Applied Systems Analysis of National Technical University of Ukraine "Kiev Polytechnical Institute", Ukraine

    Nina A. Naroditskaya
    Institute of Applied Systems Analysis of National Technical University of Ukraine "Kiev Polytechnical Institute", Ukraine

    Elena V. Podladchikova
    Royal Observatory of Belgium, Brussels, Belgium


    ABSTRACT

    The paper introduces a new procedure for solving parameter identification problem with constraints on estimated parameters based on analysis of statistical characteristics of suboptimal finite memory filter discrepancy. We introduce equality type linear constraints on estimating the mathematical expectation of measurement noise and analyze accuracy of estimates obtained with and without these constraints. Consideration is given to applicability of proposed procedure to Sun heliograms analysis, efficiency of this application being shown.

    DOI: 10.1615/J Automat Inf Scien.v38.i5.70

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