每年出版 12 期
ISSN 打印: 1064-2315
ISSN 在线: 2163-9337
Indexed in
A Priori Choice of Covariance Matrices of Model Noise under A Priori Uncertainty
摘要
For the stationary regime of work of the Kalman filter, the problem on the a priori choice of the covariance matrix of state model noise of a linear dynamical system is solved. The proposed method for selection of the desired value of the covariance matrix does not require the processing of measurement of information and guarantees the minimization of the maximal deviation of covariance matrices of optimal estimation errors from their real values.
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