Abstract:The problem of synthesis of filters to estimate the state of dynamical systems is considered based on the condition for the maximum of the generalized power function and stationarity of the generalized Lagrangian and Hamiltonian of the estimated system model. The paper demonstrates that the use of invariants in combination with the decomposition principle makes it possible to simplify the equations of controlled motion and reduce them to a system of independent equations in terms of the number of degrees of fr… Show more
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