Cyclic estimation in primary processing of sensor signals

MaRDI QIDQ1112001zbMATH OpenFDO

Authors Andrey A. Krasovskii

Publication date 1988

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

cyclic Kalman-Bucy filterestimation errorsKalman estimationsensor

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

Kalman estimation of a scalar quantity is considered which is measured together with additive practically white noise. The true value of the estimated quantity is assumed to be deterministic in each short estimation cycle, and it is approximated either by a finite Fourier sum, or by a polynomial. In the case of a cyclic Kalman-Bucy filter (KBF) with continuous time in a cycle, simple expressions are obtained for the variances of the estimation errors at the end of each cycle. In the case of a discrete-time cyclic KBF, the required computing capacity can be determined. Such a processing is advantageous in practice, because it can be realized in a built-in microprocessor, and also used for predicting changes in the quantity that is being estimated and for detecting failures of the sensor and of the monitored process.

Recommendations

• scientific article; zbMATH DE number 651978
• Frequency tracking of nonsinusoidal periodic signals in noise
• Steady state Kalman filter for periodic models: a new approach
• scientific article; zbMATH DE number 4007521
• Adaptive Kalman Filtering: A Simulation Result

Cited in

(5)

• Pulse-width and position method of diagnostics of cyclic processes
• Multi-loop adaptive control of mobile objects in solving trajectory tracking tasks
• Control of dynamic systems under information deficit. Guaranteed approach. I: Estimation algorithms
• Control of dynamic systems under information deficit. Guaranteed approach. II: Synthesis of control under conditions of uncertainty
• Calibration and estimation of redundant signals for real-time monitoring and control

This page was built for publication: Cyclic estimation in primary processing of sensor signals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1112001)