Russian Physics Journal

, Volume 58, Issue 7, pp 1010–1017 | Cite as

State Estimation for Nonstationary Discrete Systems with Unknown Input Using Compensations

MATHEMATICAL PROCESSING OF PHYSICS EXPERIMENTAL DATA

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 method 

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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  1. 1.National Research Tomsk State UniversityTomskRussia

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