摘要
通过时一类时不变线性有色噪声系统的卡尔曼滤波理论的分析．提出了一种在滤波过程中不断估计并修正未知参数的算法，最后给出了有关这种估值的渐近无偏性证明以及实时应用的例子．
This Study aims at the Kalman filter for a linear time-invariant stochastic system with cofored noise in which the noise parameters are unknown，An adaptive algorithm is given. Mean-while， the estimation is proved to be asymptotic unbias. Finally，a real-time application is pre-sented.
出处
《南京化工大学学报》
1995年第4期53-59,共7页
Journal of Nanjing University of Chemical Technology(Natural Science Edition)
