Abstract
A problem of robust linear filtering of random processes is considered under given constrains on the variance of the process itself and (or) the variances of derivatives, while the form of the power spectral density (PSD) of the process is assumed to be unknown. It is shown that a number of problems of navigation information processing and motion control can be reduced to the above formulation. Informativity of variances of derivatives and the effectiveness of the solutions obtained are analyzed when the variances are used to describe the properties of input processes (IP). A method for obtaining data on IP variances based on the analysis of the numerical characteristics of critical points is considered. Examples of solutions of applied problems are given.
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Nebylov, A.V., Loparev, A.V. & Nebylov, V.A. Methods for Robust Filtering Based on Numerical Characteristics of Input Processes in Solving Problems of Navigation Information Processing and Motion Control. Gyroscopy Navig. 13, 170–179 (2022). https://doi.org/10.1134/S2075108722030063
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DOI: https://doi.org/10.1134/S2075108722030063