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• W2059997920 abstract "The paper is devoted to development of methods and algorithms for identification of unknown covariance noise matrices in multirate discrete control systems and also to design of multirate adaptive filters for state estimation. The method for problem solution is based on calculating discrepancies for a suboptimal Kalman filter with application to a free model. The method essentially uses the integral representation of a Kalman filter that allows for analytical expression of its properties. The convergence of the suggested identification algorithms is proven with the use of the minimum memory concept for a suboptimal filter. The efficiency of the algorithms is illustrated by simulation examples." @default.
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• W2059997920 date "2000-01-01" @default.
• W2059997920 modified "2023-10-01" @default.
• W2059997920 title "Filtration in Multirate Discrete Dynamic Systems with a Priori Uncertain Probability Properties of Perturbations" @default.
• W2059997920 doi "https://doi.org/10.1615/jautomatinfscien.v32.i11.100" @default.
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