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Title of Article

A CONTRIBUTION TO THE STATE ESTIMATION THEORY OF A DYNAMIC OBJECT


Issue
3
Date
2010

Section
MATHEMATICAL MODELING. ОPTIMAL CONTROL

Article type
scientific article
UDC
62-50
Pages
160-164
Keywords
dynamic object state, Kalman-Bucy filter, Gaussian sums


Authors
Kogan Nikolay Yakovlevich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Neymark Yuriy Isaakovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Kogan Lyudmila Vladimirovna
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo


Abstract
Recurrent formulas for optimal state estimation of a linear nonstationary discrete dynamic object have been obtained on the basis of the Bayesian approach. Distribution laws of the initial object state and perturbations acting upon it have been approximated by Gaussian sums.

File (in Russian)