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2009 year, number 6

Filtering in Linear Discrete Systems with Unknown Perturbations

S. V. Smagin
Keywords: discrete linear system, Kalman filtration, unknown perturbations
Pages: 29-37


This paper considers an algorithm for the synthesis of an optimal filter providing a state vector estimator for a discrete linear dynamic system with additive perturbations containing an unknown constant component. The algorithm does not use perturbation estimators. Results of a computation experiment are given.