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optimal filtering method based on analyzing the behavior of invariants to characteristic trajectories in the phase space

Abstract

optimal filtering method based on analyzing the behavior of invariants to characteristic trajectories in the phase space

Kostoglotov A.A., Lazarenko S.V., Deryabkin I.V., Manaenkova O.N., Losev V.A.

Incoming article date: 26.10.2016

Dynamic synthesis filter problem is presented in the form of the optimal control problem. The solution is obtained based on theorem of the maximum function of the generalized forces and the transformation equations of motion based on a characteristic of the Lagrangian analysis of the trajectories in the phase space-stve. It allows you to build Quasideterministic-ing model managed movement which admits repents representation as a quasi-linear. Syn-thesis Unity equation of the optimal filter dy-namic motion estimation parameters differs from the known feedback design. Abstract transient and stable operation is designed filter. Comparisons conducted with the results that are obtained using adaptive algorithm for esti-mating the moving Kaufman and alpha-β filter. On the basis of mathematical modeling showed that the evaluation of the filter have a higher accuracy at a lower cost computing.

Keywords: kinetic potential, optimal filter, the combined maximum principle.