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This article is cited in 1 scientific paper (total in 1 paper)
Model synthesis of dynamic process with non-stationary disturbances based on maximum of generalized power function
A. A. Kostoglotova, A. A. Kuznetsovb, S. V. Lazarenkoa a Don State Technical University
b Military Training and Research Center Air Force «Air force Academy named after Professor N.E. Zhukovsky and Y.A. Gagarin»
Abstract:
A new approach to model synthesis of dynamic process with non-stationary perturbations based on application of maximum condition of generalized power function is considered. A new stochastic filter is developed using this model and procedures of invariant embedding. Within the example it demonstrates the possibility of achieving the best precision characteristics by reducing the amount of computational effort in comparison with the Kalman filter in the traditional model of nonstationary process. This confirmed by the results of mathematical modeling.
Keywords:
motion model, Hamilton–Ostrogradski principle, combined-maximum principle, invariant embedding, Kalman filter, shaping filter.
Received: 15.10.2015
Citation:
A. A. Kostoglotov, A. A. Kuznetsov, S. V. Lazarenko, “Model synthesis of dynamic process with non-stationary disturbances based on maximum of generalized power function”, Matem. Mod., 28:12 (2016), 133–142
Linking options:
https://www.mathnet.ru/eng/mm3802 https://www.mathnet.ru/eng/mm/v28/i12/p133
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Abstract page: | 429 | Full-text PDF : | 147 | References: | 44 | First page: | 8 |
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