ISSN 1816-9791 (Print)
ISSN 2541-9005 (Online)

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Pristavko V. T., Litvin A. Y. Optimal filtration of matrix gaussian random processes in planes lateral motion problem. Izv. Saratov Univ. (N. S.), Ser. Math. Mech. Inform., 2013, vol. 13, iss. 2, pp. 78-85. DOI: 10.18500/1816-9791-2013-13-2-1-78-85

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Optimal filtration of matrix gaussian random processes in planes lateral motion problem

Pristavko Vladislav Tarasovich, Saint Petersburg State University
Litvin Aleksei Yur'evich, Saint Petersburg State University

 In practice, observation problem is more complex because of random influences (noises): wind effects plane course, sensor errors distort object position view. In order to reduce noise filters are used. Proposed to carry out a simultaneous filtering of identical objects motion by defining problem in matrix variables. To achieve phisical realizability controlled matrix filter was proposed. Statements that allow to find the optimal solution was proved. 

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