METHOD OF THE ADAPTIVE OPTIMUM FILTRATION OF SIGNALS IN NAVIGATING COMPLEXES
St. Petersburg State University of Aerospace Instrumentation;
Abstract. The new method of a nonparametric adaptive optimum filtration of the discrete signal observed against additive, generally, of the correlated hindrance of measurement is considered. It is supposed that the measurement model is linear, the signal and a hindrance are not correlated. As the aprioristic information matrixes of the moments of the second order of a vector of a hindrance and measurement model, and also approximate value of an interval quasi-stationary a signal are used.
Keywords: optimum filtration, adaptation, nonparametric uncertainty, linear model of measurement, Markov’s signal, correlated hindrance, space of conditions, model of autoregression-sliding of an average.