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《JOURNAL OF NATIONAL UNIVERSITY OF DEFENSE TECHNOLOGY》 1994-03
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Some Thoughts on Adaptive Filtering Technique

Zhang Jinhuai(Department of Automatic Control)  
This paper discusses the exceptional phenomeina for using kalman filter in nsual engineering practice.At first,we start from detection of the anomaly of filtering to construct the algorithm for adaptive setimation.Then,for decay mamory filtering,We give an adaptive estimation of decay factor.About the dynamic model and observational model with unknown noise statistics,We design ML-estimation with recursive algorithm.Some approaches of constructing adaptive filtering are also considered at the same time.
【CateGory Index】: TN713
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