%0 Journal Article
%T An Adaptive Kalman Filter and ist Application<br>自适应Kalman滤波器及其应用
%A Deng Zili
%A Li Beixin
%A <br>邓自立
%A 李北新
%J 自动化学报
%D 1992
%I 
%X A new adaptive Kalman filter is presented for the single output system with unknown noise statistics. By a time series analysis, a new and simpler estimation algorithm for the gain of the steady-state optimal Kalman filter is given. A new adaptive Kalman filtering algorithm is also given for identifying the parameters of moving average (MA) model. An application to a radar tracking system is given to show the usefulness of the proposed new algorithms.
%K Adaptive Kalman filtering
%K steady-state Kalman filter gain estimation
%K AR- MA innovation model
%K identification
%K radar tracking system<br>自适应
%K Kalman滤波
%K ARMA
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=FA3447522F484798694723306F589868&yid=F53A2717BDB04D52&vid=13553B2D12F347E8&iid=E158A972A605785F&sid=A53D7AA35F9929AF&eid=09AA1448D1EAF9C1&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=3