ADAPTIVE FILTERING AND IDENTIFICATION OF AR MODELS WITH OBSERVATION NOISES.

Duan Guangren; Deng Zili

ADAPTIVE FILTERING AND IDENTIFICATION OF AR MODELS WITH OBSERVATION NOISES.

Duan Guangren^*
, Deng Zili

^*Corresponding author for this work

Heilongjiang Applied Research Cent of Computer

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, a two stage coupled adaptive filtering algorithm is obtained to solve the filtering and identification of time varying AR models with observation noise and parameters described by unknown AR models. Fictitious noises are introduced to compensate the model error. A simulation example shows the effectiveness of the proposed approach.

Original language	English
Pages (from-to)	1-6
Number of pages	6
Journal	Advances in modelling & simulation
Volume	10
Issue number	2
State	Published - 1987
Externally published	Yes

Cite this

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title = "ADAPTIVE FILTERING AND IDENTIFICATION OF AR MODELS WITH OBSERVATION NOISES.",

abstract = "In this paper, a two stage coupled adaptive filtering algorithm is obtained to solve the filtering and identification of time varying AR models with observation noise and parameters described by unknown AR models. Fictitious noises are introduced to compensate the model error. A simulation example shows the effectiveness of the proposed approach.",

author = "Duan Guangren and Deng Zili",

year = "1987",

language = "英语",

volume = "10",

pages = "1--6",

journal = "Advances in modelling \& simulation",

issn = "0761-2494",

publisher = "AMSE Press",

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AU - Guangren, Duan

AU - Zili, Deng

PY - 1987

Y1 - 1987

N2 - In this paper, a two stage coupled adaptive filtering algorithm is obtained to solve the filtering and identification of time varying AR models with observation noise and parameters described by unknown AR models. Fictitious noises are introduced to compensate the model error. A simulation example shows the effectiveness of the proposed approach.

AB - In this paper, a two stage coupled adaptive filtering algorithm is obtained to solve the filtering and identification of time varying AR models with observation noise and parameters described by unknown AR models. Fictitious noises are introduced to compensate the model error. A simulation example shows the effectiveness of the proposed approach.

UR - https://www.scopus.com/pages/publications/0023560388

M3 - 文章

AN - SCOPUS:0023560388

SN - 0761-2494

VL - 10

SP - 1

EP - 6

JO - Advances in modelling & simulation

JF - Advances in modelling & simulation

IS - 2

ER -

ADAPTIVE FILTERING AND IDENTIFICATION OF AR MODELS WITH OBSERVATION NOISES.

Abstract

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