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Алгоритмы получения несмещенных оценок при действии неизвестных внешних возмущений algorithms of deriving of unbiased estimates under unknown external perturbations

Author

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  • Тарасов Николай Николаевич

    (Институт проблем управления им. В.А. Трапезникова РАН)

  • Тахтамышев Михаил Георгиевич

    (Институт проблем управления им. В.А. Трапезникова РАН)

Abstract

Рассмотрен алгоритм фильтрации, в обратной связи которого используются не только текущие невязки, но и интегралы этих невязок. Показано, что интегральные невязки позволяют получать несмещенные оценки фазовых координат даже в случае неизвестных возмущений. The paper considers the filtration algorithm which feedback uses not only current residuals but also their integrals. It is shown that the integral residuals allow to derive unbiased estimates of phase coordinates even under unknown perturbations.

Suggested Citation

  • Тарасов Николай Николаевич & Тахтамышев Михаил Георгиевич, 2012. "Алгоритмы получения несмещенных оценок при действии неизвестных внешних возмущений algorithms of deriving of unbiased estimates under unknown external perturbations," Проблемы управления, CyberLeninka;Общество с ограниченной ответственностью "СенСиДат-Контрол", issue 6, pages 69-74.
    • Handle: RePEc:scn:009530:14051144
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