Notes

An analogue of the Kalman filter for perturbations with incompletely determined characteristics

A. N. Balabushkin

Moscow

Abstract: For a “Fisher model” of a linear dynamic process where the only data on the disturbances are sets of possible values, or subspaces $IR^k$, $k$ being the process dimension; under less restrictive conditions than in Ref. [1] the optimal filter is determined and its properties are studied.

UDC: 621.391.272


Received: 19.12.1983

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