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