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Estimating the trajectory of dynamic systems with very noisy measurements

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Abstract

A model of observations with strong noise is considered. A method of preliminary transformation of the input observations is proposed, which produces a new model with improved characteristics. Standard estimation algorithms can be applied to this model.

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Literature cited

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Authors and Affiliations

  1. Kiev Radio Engineering Technical College and Kiev University, Kiev

    A. A. Khrupalo & O. E. Tsitritskii

Authors
  1. A. A. Khrupalo
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  2. O. E. Tsitritskii
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Additional information

Translated from Vychislitel'naya i Prikladnaya Matematika, No. 56, pp. 121–124, 1985.

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Khrupalo, A.A., Tsitritskii, O.E. Estimating the trajectory of dynamic systems with very noisy measurements. J Math Sci 54, 860–862 (1991). https://doi.org/10.1007/BF01097601

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  • DOI: https://doi.org/10.1007/BF01097601

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