ISSN 0021-3454 (print version)
ISSN 2500-0381 (online version)
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12
Issue
vol 59 / DECEMBER, 2016
Article
UDC 621.391.172

SUCCESSIVE APPLICATION OF MONTE-CARLO METHOD TO EXTREME CORRELATION NAVIGATION PROBLEM

O. . Stepanov
Concern CSRI Elektropribor, JSC; Head of the Scientific and Educational center


Торопов А. Б.
ЦНИИ „Электроприбор“; научный сотрудник


Abstract. Feasibility of successive application of Monte-Carlo method to extreme correlation navigation problem is analyzed with the account for variability of vector under estimation. Peculiarities of the approach are discussed, and an algorithm based on a posteriori (iterated) substantial sampling is proposed.
Keywords: Monte-Carlo method, filtration, accuracy, navigation.