Method for adaptive Kalman filtering in dynamic systems.

摘要

The invention is based on using PRINCIPLES fast filtering Kalman (FKF TM) DE LANGE FOR SYSTEMS LARGE PROCESS CONTROL SYSTEMS FORECASTING OR ALARM SYSTEMS IN WHICH other evaluation methods are either too slow, OR they fail because of truncation errors. The method devised MAKES using the method FKF FOR ADAPTIVE KALMAN FILTERING MULTIPARAMETER DYNAMIC SYSTEMS WITH LARGE WINDOWS VARIABLE DATA.