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Uchenyye zapiski UlGU. Seriya "Matematika i informatsionnyye tekhnologii", 2022, Issue 1, Pages 17–22
(Mi ulsu135)
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This article is cited in 2 scientific papers (total in 2 papers)
On the square-root modification of the Gillijns – De Moor algorithm
A. N. Kuvshinovaa, D. V. Galushkinab a Ulyanovsk State Pedagogical University, Ulyanovsk, Russia
b Ulyanovsk State University, Ulyanovsk, Russia
Abstract:
This paper considers the problem of constructing a square-root modification of the S. Gillijns and B. D. Moor algorithm for simultaneous estimation of the state and the input of a discrete linear stochastic system in a state space.
In contrast to the solution proposed earlier by other authors, the obtained modification is written in the original covariance form.
Keywords:
discrete linear stochastic system, Gillijns – De Moor algorithm, square-root algorithm.
Received: 10.05.2022 Revised: 23.05.2022
Citation:
A. N. Kuvshinova, D. V. Galushkina, “On the square-root modification of the Gillijns – De Moor algorithm”, Uchenyye zapiski UlGU. Seriya “Matematika i informatsionnyye tekhnologii”, 2022, no. 1, 17–22
Linking options:
https://www.mathnet.ru/eng/ulsu135 https://www.mathnet.ru/eng/ulsu/y2022/i1/p17
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Abstract page: | 36 | Full-text PDF : | 16 | References: | 15 |
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