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Filtration of the State Vector of a Linear Stochastic Dynamic System with the Modular Structure of a Measuring Complex at Discrete Times

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Abstract

The problem of optimal filtration of states of a linear stochastic dynamic system with the modular structure of a measuring complex is examined in the case in which modules form output filtration estimates of the state vector at discrete times. Equations for optimal complex processing of module outputs are derived.

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REFERENCES

  1. S. P. Moiseeva and R. T. Yakupov, in: Statistical Data Processing and Complex Systems Control [in Russian], Publishing House of Tomsk State University, Tomsk (2001), pp. 94-100.

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  2. R. Sh. Liptser and A. N. Shiryaev, Statistics of Random Processes (Nonlinear Filtration and Related Problems) [in Russian], Nauka, Moscow (1974).

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  3. R. T. Yakupov, Avtom. Telemekh., No. 1, 65-74 (1986).

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Authors and Affiliations

  1. Anzhero-Sudzhensk Affiliation of Kemerovo State University, Russia

    S. P. Moiseeva & R. T. Yakupov

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  1. S. P. Moiseeva
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  2. R. T. Yakupov
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Moiseeva, S.P., Yakupov, R.T. Filtration of the State Vector of a Linear Stochastic Dynamic System with the Modular Structure of a Measuring Complex at Discrete Times. Russian Physics Journal 44, 583–587 (2001). https://doi.org/10.1023/A:1012535610248

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  • DOI: https://doi.org/10.1023/A:1012535610248

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