Method of Conditional Filtering for Stochastic System with Distributed Parameters

Wu Sentang

Volume 24 Issue 3

Mar. 1998

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Abstract

References

Journal of Beijing University of Aeronautics and Astronautics > 1998 > 24(3): 277-278.

Luo Mingqiang, Feng Haocheng, Liu Hu, et al. Rapid wing structure design and automated scheme adjustment for civil aircraft[J]. Journal of Beijing University of Aeronautics and Astronautics, 2009, 35(4): 468-471. (in Chinese)

Citation:

Wu Sentang. Method of Conditional Filtering for Stochastic System with Distributed Parameters[J]. Journal of Beijing University of Aeronautics and Astronautics, 1998, 24(3): 277-278. (in Chinese)

Citation:

Wu Sentang. Method of Conditional Filtering for Stochastic System with Distributed Parameters[J]. Journal of Beijing University of Aeronautics and Astronautics, 1998, 24(3): 277-278. (in Chinese)

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Method of Conditional Filtering for Stochastic System with Distributed Parameters

Wu Sentang

Beijing University of Aeronautics and Astronautics,Dept.of Automatic Control

Received Date: 24 Jan 1997
Publish Date: 31 Mar 1998

Abstract

Abstract

In the case of the stochastic system with distributed parameters exist observation noise in its control input and its control output, the conditional filtering method of the stochastie system with distributed parameters is presented.While the optimum estimation of system state is obtained, the optimum estimation value of unknown control input can be obtained at the same time, the algorithm with the structure's similarity of system state and control input estimated device, the algorithm provides a new approach to reduce value computatioonal complexity of filtering algorithm of distributed parameters system, and has a wide application prospect in enginerring practice.
- distributed parameter systems,
- stochastic systems,
- filtering algorithm

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References(1)

References

1 .Ажогин　в в.Методы　фильтрации　и　управления　стохастичекими　процессами　с　распределёнными　параметрами.Вышашкола.1988 2. 吴森堂.具有控制输入滤波器的随机系统多维条件滤波方法.自动化学报,1995,21(5):638~640

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Method of Conditional Filtering for Stochastic System with Distributed Parameters