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Instruments and Systems: Monitoring, Control, and Diagnostics

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Method of optimal filtering of discrete signals on finite-time interval
Yu. P. IVANOV

A method for the optimal linear estimation of vector arbitrary discrete signals on the background of an arbitrary time sequence of interferenceon on finite time interval is presented, which possesses universality, high stability and simplicity of the algorithm. Comparison of the method under consideration with Kalman filtration is carried out. An adaptive approach is proposed for obtaining an optimal estimate under conditions of a priori uncertainty. Keywords: Signal estimation on a finite time interval, optimality, matrix operator of linear estimation, complex processing, adaptation, invariance.

Contacts: E-mail: ypi35@mail.ru

Pp. 23-27.

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