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Izv. Saratov Univ. (N.S.), Ser. Math. Mech. Inform., 2013, Volume 13, Issue 2(1), Pages 78–85 (Mi isu399)  

Mechanics

Optimal filtration of matrix gaussian random processes in planes lateral motion problem

A. Yu. Litvin, V. T. Pristavko

Saint-Petersburg State University, Russia, 199034, St. Petersburg, Universitetskaya nab., 7–9

Abstract: In practice, observation problem is more complex because of random influences (noises): wind effects plane course, sensor errors distort object position view. In order to reduce noise filters are used. Proposed to carry out a simultaneous filtering of identical objects motion by defining problem in matrix variables. To achieve phisical realizability controlled matrix filter was proposed. Statements that allow to find the optimal solution was proved.

Key words: matrix filtration, $n$-covariance matrix, square-law functional.

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UDC: 519.71

Citation: A. Yu. Litvin, V. T. Pristavko, “Optimal filtration of matrix gaussian random processes in planes lateral motion problem”, Izv. Saratov Univ. (N.S.), Ser. Math. Mech. Inform., 13:2(1) (2013), 78–85

Citation in format AMSBIB
\Bibitem{LitPri13}
\by A.~Yu.~Litvin, V.~T.~Pristavko
\paper Optimal filtration of matrix gaussian random processes in planes lateral motion problem
\jour Izv. Saratov Univ. (N.S.), Ser. Math. Mech. Inform.
\yr 2013
\vol 13
\issue 2(1)
\pages 78--85
\mathnet{http://mi.mathnet.ru/isu399}


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  • Известия Саратовского университета. Новая серия. Серия Математика. Механика. Информатика
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