Preprocessing of measurements and estimation of the disturbances as methods to increase the accuracy of the guaranteed estimation algorithm

I. O. Osipov, P. A. Yourovskikh, V. Shiryaev
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Abstract

This paper considers the estimation problem of linear dynamical system state (state vector) for optimal control under uncertainty. To increase the accuracy of state vector estimation two approaches can be used: preprocessing of measurements and estimation of the disturbances by the minimax filtering. These approaches are validated for the problem of stabilizing the pitch angle of a launch vehicle.
对测量值进行预处理,对扰动进行估计,以提高保证估计算法的精度
研究不确定条件下线性动力系统状态(状态向量)的估计问题。为了提高状态向量估计的精度,可以采用两种方法:对测量值进行预处理和采用极大极小滤波对扰动进行估计。这些方法在稳定运载火箭俯仰角问题上得到了验证。
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