Publishing house Radiotekhnika

"Publishing house Radiotekhnika":
scientific and technical literature.
Books and journals of publishing houses: IPRZHR, RS-PRESS, SCIENCE-PRESS

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By the methods of the Markov theory of estimation for parameters of model of the vector equation of an autoregression obtain expression for a final a posteriori probability density of estimated parameters on implementation of the random vector process written (observed) during experiment. By a main feature of application of the indicated methods for es­timation of parameters by criterion of a maxima of a posteriori allocation (the simple loss function) is usage of a means of vector-matrix derivation. In that specific case for scalar processes from the obtained equations the known outcomes follow. Application of common relations and achievable exactitude of an estimation are illustrated on a prime example of the generated embodying two-dimensional gaussian process. The model of errors of measurings of coordinates in differential mode of operations of the equipment of a global satellite radio navigational system is obtained on the basis of entries of experimental datas.



June 24, 2020
May 29, 2020

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