Abstract
The bases of theory and the recursive filtration algorithms ensuring the guaranteed precision of estimate for an extrapolated state of a dynamic system are described. A determined precision is ensured by corresponding choice of algorithm parameters.
The different algorithms of filtration and extrapolation are investigated. These algorithms may be used in constructing tracking systems, organizing of corresponding measurements and estimation of parameters in information systems.
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Savrassov, J.S. Algorithms of filtration and extrapolation for discrete-time dynamical systems. Acta Appl Math 30, 193–263 (1993). https://doi.org/10.1007/BF00995471
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DOI: https://doi.org/10.1007/BF00995471