Solution of the topographical fixation problem through the Kalman filter in the guaranteed approach
A stochastic guaranteed estimation problem with combined perturbations is formulated for solving the topographical fixation problem. Such problems lead to nonsmooth variational problems that do not easily yield a numerical solution. In many cases, it is more convenient to search for an optimal estimator and use a simpler estimation algorithm, i.e. the Kalman filter. The nonoptimality of the Kalman filter is estimated without solving the initial optimal guaranteed estimation problem within the framework of the theory of duality of convex variational problems. A numerical realization of the estimate for the topographical fixation problem is presented.
stochastic guaranteed estimation problem
scientific article; zbMATH DE number 1263140