| Revue: | Revista mexicana de física |
| Base de datos: | PERIÓDICA |
| Número de sistema: | 000362705 |
| ISSN: | 0035-001X |
| Autores: | Medel Juárez, José de Jesús1 Zagaceta Alvarez, María Teresa |
| Instituciones: | 1Instituto Politécnico Nacional, Centro de Investigación en Computación, México, Distrito Federal. México 2Instituto Politécnico Nacional, Escuela Superior de Ingeniería Mecánica y Eléctrica, México, Distrito Federal. México |
| Año: | 2013 |
| Periodo: | Jun |
| Volumen: | 59 |
| Número: | 3 |
| Paginación: | 254-257 |
| País: | México |
| Idioma: | Inglés |
| Tipo de documento: | Artículo |
| Enfoque: | Analítico, teórico |
| Resumen en inglés | The second order stochastic filter is based on difference models with uncorrelated innovation conditions structured in state space having stationary properties through a surface with bounded drift around the mean value. This allows building recursive estimation without generality lost and basic properties over the stochastic state space surface with unknown gains viewed as a black-box scheme. The spatial region generated gave an approximation to real parametres set with a sufficient convergence rate in a probability sense. The results were applied in adaptive identification states with a high convergence rate, observed in the functional error described illustratively in simulations. This technique was developed over the smooth slide surface having advantages over other traditional filters |
| Disciplinas: | Física y astronomía, Matemáticas |
| Palabras clave: | Física, Matemáticas puras, Estimación de estado-espacio, Mínimos cuadrados, Variable instrumental, Probabilidad, Razón de convergencia |
| Keyword: | Physics and astronomy, Mathematics, Physics, Pure mathematics, State space estimation, Least squares, Instrumental variable, Probability, Convergence rate |
| Texte intégral: | Texto completo (Ver PDF) |
