Extrapolation in linear discrete system with unknown perturbations
The algorithm of synthesis of optimal extrapolator defining estimator of a state vector of thediscrete linear dynamic system with additive perturbations, containing unknown constant term, isconsidered. The algorithm does not use the estimation of unknown perturbations. Analytical expressionfor optimal filter transition coefficients is obtained. The algorithm is constructed on thebase of the expansion of state space and exceptions unknown perturbations from object model.Unlike classical Kalman extrapolator, the proposed extrapolator uses the recurrent estimators,constructed on two previous steps. The results of simulation are presented.
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Keywords
дискретная линейная система, экстраполятор, неизвестные возмущения, discrete linear system, extrapolator, unknown perturbationsAuthors
| Name | Organization | |
| Smagin Sergey V. | Tomsk State University | ssv@fpmk.tsu.ru |
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