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Dranitsa Yu.P.

On one method of incorrectly stated tasks solution

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Abstract. The method of the incorrectly stated tasks solution based on the Kalman theory filtration has been considered. The generalization of this method for the case of Markov processes of an arbitrary order in the correlated noise system has been made. The case, when for synthesis of the filter there is no necessary a priori information, has been considered, and the ways of the estimation of its parameters based on the statistical processing of the "on-location" information have been offered. The algorithm of parametrical adaptation of the filter to the processable data has been developed. The method is intended for the analysis and synthesis of complex technical and natural systems.

Printed reference: Dranitsa Yu.P. On one method of incorrectly stated tasks solution // Vestnik of MSTU. 2000. V. 3, No 1. P. -.

Electronic reference: Dranitsa Yu.P. On one method of incorrectly stated tasks solution // Vestnik of MSTU. 2000. V. 3, No 1. P. -. URL: http://vestnik.mstu.edu.ru/v03_1_n06/articles/10_dran.zip.

(In Russian, p.7, ref 7, MS Word 95, WinZip)