具有分形性质的随机过程的特性及其在导航信息处理中的应用

2018 25th Saint Petersburg International Conference on Integrated Navigation Systems (ICINS) Pub Date : 2018-05-01 DOI:10.23919/ICINS.2018.8405867

O. S. Amosov

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引用次数: 2

摘要

给出了具有分数布朗运动形式记忆的随机过程模型。针对导航问题，给出了处理有记忆随机过程的贝叶斯方法中估计问题的定义及其求解方法。通过最优非循环线性滤波器和卡尔曼滤波器的实例，说明了滤波在分数阶布朗运动标量过程中的应用。

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Peculiarities of stochastic processes with fractal properties and their applications in problems of navigation information processing

The model of random process with the memory in the form of fractional Brownian motion is offered. The estimation problem definition and its solution within the Bayesian approach for processing the random processes with memory is given in relation to the navigation problems. The application of filtering to the scalar process of fractional Brownian motion is shown by means of the optimum non-recurrent linear filter and the Kalman filter on the example.

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2018 25th Saint Petersburg International Conference on Integrated Navigation Systems (ICINS)

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