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12
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vol 64 / December, 2021
Article

DOI 10.17586/0021-3454-2017-60-4-311-317

UDC 62-50

THE KALMAN FILTER PROPERTIES IN TRANSITION REGIME

A. Y. Kaplin
Radioavionica Corporation;


M. G. Stepanov
Radioavionica Corporation; Professor


A. G. Yarmolich
Radioavionica JSC;D. F. Ustinov Baltic State Technical University (Voenmech); Leading Engineer; Post-Graduate Student


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Abstract. The conditions providing high accuracy of the Kalman filter in transition regime are considered. Relations between the respective values of parameters of state equations and measurement are determined. A simple rule for preliminary evaluation of the transition process nature is formulated. By the example of practically important problem of Kalman estimation of exponentially-correlated random process, application of the proposed rules is illustrated by presented calculations with different initial data.
Keywords: transition regime, Kalman filter, steady-state filter mode, estimation accuracy

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