The problem of state prediction for linear dynamic systems with discrete time is considered in the presence of unknown input and inaccurately specified parameters in the model. An algorithm with compensation for the constant component and estimation of the unknown variable 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.
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Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 9, pp. 162–167, September, 2016.
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Smagin, V.I. Prediction of States of Discrete Systems with Unknown Input of the Model Using Compensation. Russ Phys J 59, 1507–1514 (2017). https://doi.org/10.1007/s11182-017-0937-6
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DOI: https://doi.org/10.1007/s11182-017-0937-6