NDLI: Synthesis of reduced Kalman filter with the guaranteed estimation quality of dynamic system state

Content Provider	Springer Nature Link
Author	Tupysev, V. A.
Copyright Year	2010
Abstract	Synthesis of a suboptimal reduced Kalman filter with the guaranteed estimation quality of a state of dynamic system subject to nonwhite noise disturbances is considered. A calculation model containing additional white noise disturbances is used for selection of parameters of such a filter. Intensity of the added disturbances is chosen in such a way that the calculation covariance matrix, which is found as the solution of the Riccati equation in the filter covariance channel, is larger than the real covariance matrix of the error estimate $$ \hat X $$ $_{0}$(t) in the quadratic form inequality sense. In this case, it is possible to consider this matrix as a measure of accuracy of the performed estimation of a dynamic system state. An example of the filter synthesis for description of disturbances with stationary first-order Markov processes is given.
Starting Page	192
Ending Page	198
Page Count	7
File Format	PDF
ISSN	10642307
Journal	Journal of Computer and Systems Sciences International
Volume Number	49
Issue Number	2
e-ISSN	15556530
Language	English
Publisher	SP MAIK Nauka/Interperiodica
Publisher Date	2010-05-06
Publisher Place	Dordrecht
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Control Robotics Mechatronics
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Theoretical Computer Science Computer Networks and Communications Control and Systems Engineering Information Systems Computer Vision and Pattern Recognition Software

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