Izvestiya of Saratov University.

Mathematics. Mechanics. Informatics

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


For citation:

Pristavko V. T., Litvin A. Y. Optimal filtration of matrix gaussian random processes in planes lateral motion problem. Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, 2013, vol. 13, iss. 2, pp. 78-85. DOI: 10.18500/1816-9791-2013-13-2-1-78-85, EDN: QNPYHA

This is an open access article distributed under the terms of Creative Commons Attribution 4.0 International License (CC-BY 4.0).
Published online: 
27.02.2013
Full text:
(downloads: 153)
Language: 
Russian
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UDC: 
519.71
EDN: 
QNPYHA

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

Autors: 
Pristavko Vladislav Tarasovich, St. Petersburg State University
Litvin Aleksei Yur'evich, St. Petersburg State University
Abstract: 

 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. 

References: 
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Received: 
11.08.2012
Accepted: 
12.01.2013
Published: 
27.02.2013
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