This article is cited in 9 papers

Analytical modeling and estimation of nonstationary normal processors with unsolved derivatives

I. N. Sinitsyn<sup>ab

a</sup> Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
^b Moscow State Aviation Institute (National Research University), 4 Volokolamskoe Shosse, Moscow 125933, Russian Federation

Abstract: Methodological and algorithmic support for analytical modeling, estimation, identification, and calibration for essentially nonstationary (e. g., shock) stochastic systems with unsolved derivatives is proposed. Basic theorems are given. Special attention is paid to shock disturbances. An example is provided. Some possible generalizations are presented.

Keywords: calibration, estimation (filtering and extrapolation), identification, Kalman and Bucy filter and estimator, shock system with unsolved derivatives, system with stochastically unsolved derivatives.

Received: 26.04.2021

DOI: 10.14357/08696527220206