| | Journal of Applied Mathematics and Mechanics Russian Academy of Sciences | | Founded
in January 1936
(Translated from 1958)
Issued 6 times a year
ISSN 0021-8928 (print version) |
Archive of Issues
Total articles in the database: | | 10512 |
In Russian (ΟΜΜ): | | 9713
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In English (J. Appl. Math. Mech.): | | 799 |
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<< Previous article | Volume 79, Issue 4 / 2015 | Next article >> |
A.M. Shmatkov, "A smoothing filter based on an analogue of a Kalman filter for a guaranteed estimation of the state of dynamical systems," J. Appl. Math. Mech. 79 (4), 350-357 (2015) |
Year |
2015 |
Volume |
79 |
Issue |
4 |
Pages |
350-357 |
DOI |
10.1016/j.jappmathmech.2016.01.005 |
Title |
A smoothing filter based on an analogue of a Kalman filter for a guaranteed estimation of the state of dynamical systems |
Author(s) |
A.M. Shmatkov (Institute for Problems in Mechanics, Russian Academy of Sciences, Moscow, Russia, shmatkov@ipmnet.ru) |
Abstract |
The equations of a smoothing filter are obtained based on a filter for the guaranteed estimation of the state of dynamical systems, similar to the classical Kalman filter. Particular attention is paid to the link between the probabilistic approach to the processing of inexact measurements of the phase vector of dynamical systems with uncertainties and the method of ellipsoids. The procedure for applying the relations obtained is demonstrated using a simple mechanical system as an example. |
Received |
07 October 2014 |
Link to Fulltext |
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<< Previous article | Volume 79, Issue 4 / 2015 | Next article >> |
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