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Prediction of Parameter Values of Dynamic Systems by the Kalman Adaptive Filter |
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| Authors: | P. I. Bidyuk A. S. Gasanov V. N. Podladchikov |
| Affiliation: | (1) Institute of Applied Systems Analysis of the NTUU "Kiev Polytechnical Institute,", National Academy of Sciences of Ukraine and Ministry of Education of Ukraine, Kiev, Ukraine;(2) International Scientific-Educational Center of Information Technologies and Systems, Kiev, Ukraine |
| Abstract: | Models of dynamic systems whose parameters are a priori undefined are considered in their state spaces. Making decisions on the choice of the covariance matrix of errors for the initial estimate of parameters of dynamic systems is substantiated. A solution for the general form of the transitive matrix of the Kalman filter is obtained. |
| Keywords: | models of dynamic systems Kalman adaptive filter prediction of parameter values prediction of a time series noises of states and measurements identification of statistical characteristics of noises |
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