Software tools for analysis and synthesis of stochastic systems with high availability (III)
- 1 д.т.н., проф. МАИ, зав. отделом ИПИ РАН
- 2 д.ф.-м.н., проф. МАИ, зав. отделом ИПИ РАН
- 3,4 к.т.н., зав. сектором ИПИ РАН
- 5 вед. программист ИПИ РАН
- 6 зав. отделением ИПИ РАН
- 7 мл. научн. сотрудник ИПИ РАН
- 8 студент МАИ
Abstract
The article proceeds the thematic cycle of software tools for analysis and synthesis of the discrete linear Kalman filters for stochastic systems (StS) with high availability based on canonical expansions of random functions.
Sections 2 and 3 are dedicated to the discrete linear Kalman filters for discrete StS with uncorrelated and correlated noises.
In section 4 the discrete linear Kalman filter for continuous StS is considered. Sections 5 and 6 are developed to the various canonical versions of discrete Kalman filters.
In section 7 canonical dynamical factor analysis is considered. The typical examples and practical aspects of software tools design are detailly considered in Appendices 1-5.
How to cite
Синицын И.Н., Синицын В.И., Корепанов Э.Р., Белоусов В.В., Конашенкова Т.Д., Сергеев И.В., Агафонов Е.С., Басилашвили Д.А. Инструментальное программное обеспечение анализа и синтеза стохастических систем высокой доступности (III) // Системы высокой доступности. 2010. № 4. С. 23–47.