Incremental Wiener Predictor for the Systems under Poor Observation Condition

Usually, the unknown system error is widespread and difficult to be verified or corrected, which will yield to relatively large filtering errors. Incremental equation can eliminate the unknown system errors and improve the accuracy of state estimators. On this basis, a kind of incremental Wiener predictor is proposed for the systems under poor observation condition in this paper. It is simple in form and small in computational burden so as to be easily applied in engineering practice. The simulation results show its effectiveness and feasibility.