원문정보
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초록
영어
In this paper we derive a state variable estimation method of discrete stochastic dynamical systems. It aims to obtain accurate estimation with short computing time. Therefore, the point of this paper is to discuss a construction of Kalman filter algorithm on the reduced model. First, we construct a reduced model by using balanced truncation method. Further, we apply state variable estimation steps of discrete stochastic dynamical systems by using Kalman filter on the reduced model. Thus, Kalman filter algorithm will be constructed on the reduced model.
목차
Abstract
1. Introduction
2. The Algorithm of Kalman Filter on the Discrete System
3. Reduced Model Construction on the Discrete Systems
4. The Algorithm of Kalman Filter on the Reduced Model
5. Case study
6. Conclusions
Acknowledgements
References
1. Introduction
2. The Algorithm of Kalman Filter on the Discrete System
3. Reduced Model Construction on the Discrete Systems
4. The Algorithm of Kalman Filter on the Reduced Model
5. Case study
6. Conclusions
Acknowledgements
References
저자정보
참고문헌
자료제공 : 네이버학술정보