OPTIMAL LINEAR COMBINED FILTERING OF RANDOM SEQUENCES BASED ON THE RECURSIVE LEAST SQUARES METHOD
The problem of the synthesis of linear combined filter for the criterion of minimizing current losses on the basis of the recursive least squares method is being solved. This approach does not requirea priori knowledge of the statistical characteristics of impacts that is an advantage compared with...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Russian |
| Published: |
National Academy of Sciences of Belarus, the United Institute of Informatics Problems
2016-09-01
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| Series: | Informatika |
| Online Access: | https://inf.grid.by/jour/article/view/2 |
| _version_ | 1826546961160863744 |
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| author | V. M. Artemiev A. O. Naumov L. L. Kokhan |
| author_facet | V. M. Artemiev A. O. Naumov L. L. Kokhan |
| author_sort | V. M. Artemiev |
| collection | DOAJ |
| description | The problem of the synthesis of linear combined filter for the criterion of minimizing current losses on the basis of the recursive least squares method is being solved. This approach does not requirea priori knowledge of the statistical characteristics of impacts that is an advantage compared with the Kalman filter. A comparative evaluation of the filters’ accuracy is provided using the values of variances of the filtering errors. |
| first_indexed | 2024-04-10T02:17:02Z |
| format | Article |
| id | doaj.art-1c5568841eb44b429bb76c432242b1d3 |
| institution | Directory Open Access Journal |
| issn | 1816-0301 |
| language | Russian |
| last_indexed | 2025-03-14T05:42:04Z |
| publishDate | 2016-09-01 |
| publisher | National Academy of Sciences of Belarus, the United Institute of Informatics Problems |
| record_format | Article |
| series | Informatika |
| spelling | doaj.art-1c5568841eb44b429bb76c432242b1d32025-03-05T13:56:39ZrusNational Academy of Sciences of Belarus, the United Institute of Informatics ProblemsInformatika1816-03012016-09-01018161OPTIMAL LINEAR COMBINED FILTERING OF RANDOM SEQUENCES BASED ON THE RECURSIVE LEAST SQUARES METHODV. M. Artemiev0A. O. Naumov1L. L. Kokhan2Институт прикладной физики НАН БеларусиИнститут прикладной физики НАН БеларусиИнститут прикладной физики НАН БеларусиThe problem of the synthesis of linear combined filter for the criterion of minimizing current losses on the basis of the recursive least squares method is being solved. This approach does not requirea priori knowledge of the statistical characteristics of impacts that is an advantage compared with the Kalman filter. A comparative evaluation of the filters’ accuracy is provided using the values of variances of the filtering errors.https://inf.grid.by/jour/article/view/2 |
| spellingShingle | V. M. Artemiev A. O. Naumov L. L. Kokhan OPTIMAL LINEAR COMBINED FILTERING OF RANDOM SEQUENCES BASED ON THE RECURSIVE LEAST SQUARES METHOD Informatika |
| title | OPTIMAL LINEAR COMBINED FILTERING OF RANDOM SEQUENCES BASED ON THE RECURSIVE LEAST SQUARES METHOD |
| title_full | OPTIMAL LINEAR COMBINED FILTERING OF RANDOM SEQUENCES BASED ON THE RECURSIVE LEAST SQUARES METHOD |
| title_fullStr | OPTIMAL LINEAR COMBINED FILTERING OF RANDOM SEQUENCES BASED ON THE RECURSIVE LEAST SQUARES METHOD |
| title_full_unstemmed | OPTIMAL LINEAR COMBINED FILTERING OF RANDOM SEQUENCES BASED ON THE RECURSIVE LEAST SQUARES METHOD |
| title_short | OPTIMAL LINEAR COMBINED FILTERING OF RANDOM SEQUENCES BASED ON THE RECURSIVE LEAST SQUARES METHOD |
| title_sort | optimal linear combined filtering of random sequences based on the recursive least squares method |
| url | https://inf.grid.by/jour/article/view/2 |
| work_keys_str_mv | AT vmartemiev optimallinearcombinedfilteringofrandomsequencesbasedontherecursiveleastsquaresmethod AT aonaumov optimallinearcombinedfilteringofrandomsequencesbasedontherecursiveleastsquaresmethod AT llkokhan optimallinearcombinedfilteringofrandomsequencesbasedontherecursiveleastsquaresmethod |