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:
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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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- Bryson A. E., Jr., Ho Yu-Chi. Applied Optimal Control. London, Waltham, Blaisdell Publ. Co., 1969. [Rus. ed.: Braison A., Kho Yu-Shi. Prikladnaia teoriia optimal’nogo upravleniia. Moscow, Mir, 1972, 544 p.]
Received:
11.08.2012
Accepted:
12.01.2013
Published:
27.02.2013
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