LINEAR FILTRATION OF RANDOM SEQUENCES USING A LEAST SQUARE METHOD WITH REGULARIZATION
At high problem dimension the Kalman filter becomes difficult to realize in real time due to the high computational costs. Alternatively, a technique of filter synthesis on the basis of the extended least square method with extended square discrepancy is given. The technique allows to reduce the com...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Russian |
| Published: |
National Academy of Sciences of Belarus, the United Institute of Informatics Problems
2017-01-01
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| Series: | Informatika |
| Online Access: | https://inf.grid.by/jour/article/view/188 |