Filtering for linear not stationary discrete system with unknown disturbances
Optimal filter, giving estimation state vector of the discrete linear dynamic system with additivedisturbances with unknown constant mean, is considered. The results of the simulations arepresented.
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Keywords
unknown disturbances, Kalman filtering, discrete linear nonstationary system, неизвестные возмущения, фильтр Калмана, линейные дискретные нестационарные системыAuthors
| Name | Organization | |
| Smagin Valery I | National Research Tomsk State University | vsm@mail.tsu.ru |
| Smagin Sergey V. | National Research Tomsk State University | ssv@fpmk.tsu.ru |
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