State Estimation for Nonstationary Discrete Systems with Unknown Input Using Compensations
MATHEMATICAL PROCESSING OF PHYSICS EXPERIMENTAL DATA
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The problem of constructing state estimations for linear non-stationary dynamic systems with discrete time is considered for a model with unknown input. A non-stationary filtering algorithm with compensation for the constant component and estimation of the unknown changing input component by the least squares method is suggested. Results of statistical simulation are presented. The algorithm can be used for solving problems of processing information obtained as a result of observations over physical processes.
Keywords
state estimations discrete non-stationary system unknown input compensation least squares methodPreview
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