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Integration of meters with failures

P. A. Evlanov, S. Ya. Zhuk


Based on the device of mixed Markovian processes in discrete time, optimal and quasi-optimal algorithms for the integration of meters having failures have been synthesized and analyzed. A comparison of the derived quasi-optimal algorithms with known ones has been performed by the method of statistical simulation for the example of measurements with anomalous errors and for the case in which systematic measurement errors of unknown magnitude appear.

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ZHUK, S.Y. Joint filtering of mixed Markov processes in discrete time. Radioelectron. Commun. Syst., vol. 31, no. 1, pp. 29-35, 1988. URI:

GRISHIN, Y.P.; KAZARINOV, Y.M. Dynamic Systems Which are Stable Relative to Failures [in Russian].Moscow: Radio i Svyaz, 1985.

AOKI, M. Optimization of Stochastic Systems, 2nd ed. Academic Press, 1989.

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