Vernier algorithm of adaptive filtration, smoothing and prediction of trajectories

Vernier algorithm of adaptive filtration, smoothing and prediction of trajectories

A. M. Silvestrov, M. P. Mukhina, I. V. Seden

 

Abstract

Algorithms of signal filtering and extrapolation methods are under consideration. Brown filteras alternative for Kalman filter is proposed for noise elimination. Block diagram of adaptive filtration,smoothing and prediction of trajectory is introduced. It is shown, that proposed algorithm allows obtaininghigher quality of filtration, almost without noise

Keywords

Extrapolation methods; filtering; prediction; smoothing

References

Wang, S. Exponential Smoothing for Forecasting and Bayesian Validation of Computer Models. Georgia, Industrial and Systems Engineering. 2006. 233 p.