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State Estimation for Nonstationary Discrete Systems with Unknown Input Using Compensations

  • MATHEMATICAL PROCESSING OF PHYSICS EXPERIMENTAL DATA
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Russian Physics Journal Aims and scope

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.

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Correspondence to V. I. Smagin.

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Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 7, pp. 122–127, July, 2015.

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Smagin, V.I. State Estimation for Nonstationary Discrete Systems with Unknown Input Using Compensations. Russ Phys J 58, 1010–1017 (2015). https://doi.org/10.1007/s11182-015-0602-x

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  • DOI: https://doi.org/10.1007/s11182-015-0602-x

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