{"title":"基于卡尔曼滤波的随机缺失测量和线性约束系统辨识","authors":"Yu Kang, Jianfei Huang, Yun‐Bo Zhao, Guoping Liu","doi":"10.3182/20130902-3-CN-3020.00116","DOIUrl":null,"url":null,"abstract":"Abstract The available information of linear constraint in linear dynamic systems, which is often unexplored in previous works, is taken advantage of to improve the accuracy of the parameter estimation, particularly in the presence of randomly missing measurements. Specifically, a Kalman filter-based identification for systems without constraint but with the randomly missing measurements is first introduced. Then the result is extended to systems with linear constraint under normal conditions. By doing so we show that the accuracy of the estimation is improved by taking the constraint into account, both theoretically and numerically.","PeriodicalId":90521,"journal":{"name":"IEEE International Conference on Systems Biology : [proceedings]. IEEE International Conference on Systems Biology","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2013-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Kalman Filter-Based Identification of Systems with Randomly Missing Measurements and Linear Constraints\",\"authors\":\"Yu Kang, Jianfei Huang, Yun‐Bo Zhao, Guoping Liu\",\"doi\":\"10.3182/20130902-3-CN-3020.00116\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract The available information of linear constraint in linear dynamic systems, which is often unexplored in previous works, is taken advantage of to improve the accuracy of the parameter estimation, particularly in the presence of randomly missing measurements. Specifically, a Kalman filter-based identification for systems without constraint but with the randomly missing measurements is first introduced. Then the result is extended to systems with linear constraint under normal conditions. By doing so we show that the accuracy of the estimation is improved by taking the constraint into account, both theoretically and numerically.\",\"PeriodicalId\":90521,\"journal\":{\"name\":\"IEEE International Conference on Systems Biology : [proceedings]. IEEE International Conference on Systems Biology\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEEE International Conference on Systems Biology : [proceedings]. IEEE International Conference on Systems Biology\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3182/20130902-3-CN-3020.00116\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE International Conference on Systems Biology : [proceedings]. IEEE International Conference on Systems Biology","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3182/20130902-3-CN-3020.00116","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Kalman Filter-Based Identification of Systems with Randomly Missing Measurements and Linear Constraints
Abstract The available information of linear constraint in linear dynamic systems, which is often unexplored in previous works, is taken advantage of to improve the accuracy of the parameter estimation, particularly in the presence of randomly missing measurements. Specifically, a Kalman filter-based identification for systems without constraint but with the randomly missing measurements is first introduced. Then the result is extended to systems with linear constraint under normal conditions. By doing so we show that the accuracy of the estimation is improved by taking the constraint into account, both theoretically and numerically.