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Industrial Automatic Control Systems and Controllers

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Informative Properties of Discrete Prediction Filter
N.R. Yusupbekov, Sh.M. Gulyamov, F.A. Ergashev, M.A. Rasuleva

Informative properties of discrete prediction fi lter and for cases of normal laws of distribution of measurement errors and errors of the analyzed process assessments proved the equivalence of algorithms to predict on the basis of Kalmanovsky fi lter type found on the criterion of minimum covariance matrix determinant a posteriori probability density or generalized minimum variance and based on the criterion of maximum information.
Keywords: optimal forecast score prediction; Kalman fi lter, statistical information processing; measurement error; the error estimates of the model parameters for the discrete prediction fi lter.

Contacts: E-mail: qwerty0409@mail.ru, E-mail: shukhrat.gulyamov@mail.ru, E-mail: qwerty0409@mail.ru, E-mail: akb-81@mail.ru

Pp. 23-27.

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