Open AccessDEVELOPMENT OF THE GUARANTEED ESTIMATION ROBUST ALGORITHM OF LINEAR CONTROLLED SYSTEM STATES
Author(s) -
Aleksey V. Sholokhov
Publication year - 2011
Publication title -
computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.184
H-Index - 11
eISSN - 2312-5381
pISSN - 1727-6209
DOI - 10.47839/ijc.10.3.753
Subject(s) - ellipsoid , a priori and a posteriori , kalman filter , algorithm , mathematics , representation (politics) , basis (linear algebra) , linear system , realization (probability) , computer science , mathematical analysis , statistics , philosophy , physics , geometry , epistemology , astronomy , politics , political science , law
Ellipsoidal approximation of the ellipsoid and hyperlayer crossing has been considered as a basis of the algorithm of states estimation of the linear controlled system whose set of possible states is represented with an ellipsoid, and observations – with a hyperlayer. This representation is considered as an analogue of Kalman filter. The conditions of a priori system state and a posteriori measurement information compatibility and sensitivity of the algorithm to a choice of its parameters have been investigated. Dependence of the system state estimate improvement on a relative width of the hyperlayer of a set of observations has been shown. The obtained algorithm in comparison with the known solutions at minor degradation of accuracy is much easier in realization and stabler in operation from the standpoint of prior guesses violation.