Revista: | 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 |
Texto completo: | Texto completo (Ver PDF) |