Метод синтеза адаптивных алгоритмов оценки параметров динамических систем на основе принципа декомпозиции и методологии объединенного принципа максимума

Abstract

A method of synthesis of a filter for estimating the state of dynamic systems of Kalman type with an adaptive model built on the basis of the principle of decomposition of the system using kinematic relations from the condition of constancy of motion invariants has been developed. The structure of the model is determined from the condition of the maximum function of the generalized power up to a nonlinear synthesizing function that determines the rate of dissipation and, accordingly, the degree of structural adaptation. The resulting model has an explicit relation with the gradient of the estimation error functional, which makes it possible to adapt to the intensity of regular and random influences and can be used to construct a filter for estimating the state of the Kalman structure. On the basis of the developed method, a discrete algorithm is obtained and its comparative analysis with the classical Kalman filter is carried out.