研究了自适应有限时间信号滤波方法，并与自适应卡尔曼滤波进行了比较

System analysis and logistics Pub Date : 2021-06-01 DOI:10.31799/2077-5687-2021-2-9-14

I. V. Svetlov, Y. P. Ivanov

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引用次数: 0

摘要

给出了该算法的最优特性、高稳定性和简单性。将所考虑的方法与卡尔曼滤波进行了比较。考虑了噪声和有用信号的相关函数未知的先验不确定性情况。关键词:有限时间滤波，卡尔曼滤波，先验不确定性。

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RESEARCH OF THE ADAPTIVE FINITE-TIME SIGNAL FILTERING METHOD AND COMPARISON WITH THE ADAPTIVE KALMAN FILTERING

The method of optimal characteristics, high stability and simplicity of the algorithm is presented. The method under consideration is compared with Kalman filtering. Cases of a priori uncertainty with unknown correlation functions of the noise and the useful signal are considered. Key words: finite-time filtering, Kalman filtering, a priori uncertainty.

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System analysis and logistics

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