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UDC 517.977
Comparison of minimax and kalman algorithms for estimation of dynamic systems state vectors
Elena Olegovna Podivilova, postgraduate student of control systems department of South Ural State University, Chelyabinsk, Russian Federation, podivilova_elena@mail.ru
Abstract
The article considers the construction of assigned estimates of dynamic systems state vectors in terms of uncertainty. The comparison of assigned and point estimates obtained by Kalman filter and minimax filter is performed.
Keywords
assigned estimates, minimax filter, Kalman filter
References
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8. SHiryaev, V.I. Algoritmy upravleniya firmoj / V.I. SHiryaev, I.A. Baev, E.V. SHiryaev. – M.: URSS: Librokom, 2009. – 223 s.
2. Kac, I.YA. Minimaksnaya mnogoshagovaya fil'traciya v statisticheski neopredelennyh situaciyah / I.YA. Kac, A.B. Kurzhanskij // Avtomatika i telemekhanika. – 1978. – № 11. – S. 79–87.
3. Kuncevich, V.M. Upravlenie v usloviyah neopredelennosti: garantirovannye rezul'taty v zadachah upravleniya i identifikacii / V.M. Kuncevich. – K.: Naukova dumka, 2006. – 264 s.
4. Ovseevich, A.I. K voprosu o sopostavlenii veroyatnostnogo i garantirovannogo podhodov k prognozu fazovogo sostoyaniya dinamicheskih sistem / A.I. Ovseevich, A.M. SHmatkov // Izv. AN. Teoriya i sistemy upravleniya. – 1997. – №4. – S. 11–16.
5. Ocenivanie sostoyaniya dinamicheskoj sistemy v usloviyah neopredelennosti / V.I. SHiryaev, V.I. Dolbenkov, E.D. Il'in, E.O. Podivilova // EHkstremal'naya robototekhnika: tr. Mezhdunar. nauch.-tekhn. konf. – Sankt-Peterburg: Izd-vo «Politekhnika-servis», 2011. – C. 204–214. – 1 ehl. opt. disk (CD-ROM).
6. Filimonov, N.B. Identifikaciya sostoyaniya i vneshnej sredy diskretnyh dinamicheskih ob"ektov metodom poliehdral'nogo programmirovaniya / N.B. Filimonov // Mekhatronika, avtomatizaciya, upravlenie. – 2003. – № 2. – S. 11–15.
7. CHernous'ko, F.L. Ocenivanie fazovogo sostoyaniya dinamicheskih sistem. Metod ehllipsoidov / F.L. CHernous'ko. – M.: Nauka, 1988. – 320 s.
8. SHiryaev, V.I. Algoritmy upravleniya firmoj / V.I. SHiryaev, I.A. Baev, E.V. SHiryaev. – M.: URSS: Librokom, 2009. – 223 s.
Source
Bulletin of the South Ural State University. Ser. Computer Technologies, Automatic Control, Radio Electronics, 2012, iss. 17, no. 35 (294)
, pp. 135-138. (in Russ.) (Brief Reports)