Journal of Applied Sciences ›› 1995, Vol. 13 ›› Issue (4): 452-456.

• Articles • Previous Articles     Next Articles

IDENTIFICATION OF TIME SERIES OF GYROSCOPE RANDOM DRIFT

WU SHAOMIN, WAN DEJUN, ZHOU BAILING, HUANG REN   

  1. Southeast University
  • Received:1993-11-12 Revised:1994-10-14 Online:1995-12-31 Published:1995-12-31

Abstract: In this paper,a new time series model which is called the weakly non-linear time series model is produced.We use this model to identify the Gyroscope Random Drift,and to give a simulating example to illustrate the application of the algorithm which is proposed in the paper.

Key words: gyrc random drift, Kalman filter, non-linear time series