2011
DOI: 10.1134/s2075108711040031
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Potential of randomization in kalman-type prediction algorithms at arbitrary external noise in observations

Abstract: The problem of predicting the values of a random process is considered. The uncertainties gener ating the process studied are assumed to be of a statistical nature, and observations are carried out with unknown, but bounded, disturbances. A randomized algorithm, which filters out arbitrary external noise in observations, is proposed. The operability of the new algorithm at irregular noises in observations is illustrated by simulation as compared to traditional approaches.

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Cited by 4 publications
(2 citation statements)
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“…These results were extended to the case of time-varying parameters in [9], [10]. The information about the maximum possible amplitude of the noise has only been used in the formulas for estimating the rate of convergence, i. e., this knowledge is not required for operability of an identification algorithm.…”
Section: Introductionmentioning
confidence: 97%
“…These results were extended to the case of time-varying parameters in [9], [10]. The information about the maximum possible amplitude of the noise has only been used in the formulas for estimating the rate of convergence, i. e., this knowledge is not required for operability of an identification algorithm.…”
Section: Introductionmentioning
confidence: 97%
“…The paper proposes to extend the results obtained in [Amelin and Granichin, 2011;Amelin, 2012;Amelin and Granichin, 2012;Amelin and Granichin, 2016] for the application of the SPSA method to counteract random changes in wind strength and direction, and to develop a wind estimation module based on this method for testing on a real UAV.…”
Section: Introductionmentioning
confidence: 99%