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《Acta Automatica Sinica》 1990-03
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AN OPTIMAL ADAPTIVE ALGORITHM FOR FADING KALMAN FILTER AND ITS APPLICATION

XIA QIJUN SUN YOUXIAN ZHOU CHUNHUI(Zhejiang University)  
A new fading filtering algorithm is developed based on the property of Kalman filter that the sequence of residuals is uncorrelated when the optimal gain is used. The algorithm adjusts the fading factor adaptively using measured outputs so as to improve the optimality and convergency of the Kalman filter when there exist model errors and/or when the plant is affected by unmeasurable external disturbances. The proposed algorithm has been applied to a paper-making machine control system and behaves satisfactorily.
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