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13.335 Articles in journals published by the UPC
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  • Qüestiió (Quaderns d'estadística i investigació operativa)
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Optimal joint adaptive estimation of parameter and state of a linear stochastic system with application to tracking

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hdl:2099/4442

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Salut, Gérard
Aguilar Martín, Josep
Favier, G.
Alengrin, Gérard
Document typeArticle
Defense date1979-09
PublisherUniversitat Politècnica de Barcelona. Centre de Càlcul
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 2.5 Spain
Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 2.5 Spain
Abstract
An extension is described in this paper of the optimal joint estimation of parametres and state in stochastic linear systems, to the single input-single output situation, which is the kind of system that appears in the tracking of the position of an unknown flying object in one direction if interaction between coordinates is neglected. An application to radar tracking follows, with special emphasis on the description of the discrete filtering algorithm that processes the data given by a radar. Some results of the computer program with simulated and with real data, are disclosed.
URIhttp://hdl.handle.net/2099/4442
ISSN0210-8054 (versió paper)
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  • Qüestiió (Quaderns d'estadística i investigació operativa) - 1979, vol. 3, núm. 3 [6]
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