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A STABLE ITERATIVE ALGORITHM FOR ESTIMATING THE ELEMENTS OF THE MATRIX GAIN OF A KALMAN FILTER

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АННОТАЦИЯ СТАТЬИ

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A stable iterative algorithm for estimating elements of the matrix gain of the Kalman filter has been developed. The traditional Kalman filter equations are given. Algorithms for autonomous calculation of the stationary Kalman filter gain are presented, which are performed under conditions relating to the system parameters. A non-linear iterative equation is solved for the gain of the Kalman filter. Modeling results are given, these Kalman filtering expressions for a linear discrete system and the actual filtering process is the current process for predicting and correcting recursive and iterative nature.

АВТОРЫ

O.Zaripov

TDTU

J.Sevinov

TDTU

Теги

# estimation# dynamic object control systems# adaptive filtering# Kalman filter# covariance matrix# iterative algorithm# Kalman filter gain

ДРУГИЕ СТАТЬИ ЭТОГО ЖУРНАЛА

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