Processing Measured Data with a Random Change in the Structure of Dynamic Interferences
Y. G. Bulychev, L. I. Borodin, V. A. Golovskoi, A. A. Mozol', V. M. Chelakhov
Keywords: multistructural interference, vector of linear functionals, invariance, generalized estimation, optimality
Pages: 14-21
Abstract
An optimal method of generalized estimation of the values of linear functionals is developed for the case where experimental data include not only selected values of the measured process, but also values of its derivatives of various orders. In addition, experimental data are assumed to contain a multistructural piecewise-continuous interference, which is known to accuracy of parameters and for which the instants of the structural change are unknown. The method is invariant to this type of interferences and does not require extension of the space of states, as compared to available estimation techniques.
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