AN ADAPTIVE OPTIMAL KALMAN FILTER FOR STOCHASTIC VIBRATION CONTROL SYSTEM WITH UNKNOWN NOISE VARIANCES |
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| Authors: | Li Shu Zhuo Jiashou and Ren Qingwen |
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| Institution: | (1) Institute of Aircraft Design, Beijing University of Aeronautics & Astronautics, 100083 Beijing, China;(2) Institute of Civil Engineering, Hohai University, 210098 Nanjing, China |
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| Abstract: | In this paper, an optimal criterion is presented for adaptive Kalman filter in a control system with unknown variances of
stochastic vibration by constructing a function of noise variances and minimizing the function. We solve the model and measure
variances by using DFP optimal method to guarantee the results of Kalman filter to be optimized. Finally, the control of vibration
can be implemented by LQG method. |
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| Keywords: | vibration control Kalman filter white noise parameter estimate |
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