An estimation of efficiency of filtering algorithms of state vector of small-sized observed object with non-Markovian approximation of trajectory

The article discusses the possibilities of estimating the states vectors of observation objects with the nonMarkovian approximation of the trajectories. The introduction discusses the problem consisting in the fact that the use of the approximation of the trajectory of the observed object by Markov...

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Main Authors: B. A. Zaikin, A. F. Kotov
Format: Article
Language:Russian
Published: MIREA - Russian Technological University 2021-08-01
Series:Российский технологический журнал
Subjects:
Online Access:https://www.rtj-mirea.ru/jour/article/view/342
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author B. A. Zaikin
A. F. Kotov
author_facet B. A. Zaikin
A. F. Kotov
author_sort B. A. Zaikin
collection DOAJ
description The article discusses the possibilities of estimating the states vectors of observation objects with the nonMarkovian approximation of the trajectories. The introduction discusses the problem consisting in the fact that the use of the approximation of the trajectory of the observed object by Markov processes in some cases can lead to a discrepancy between theory and practice. In the first section, we simulate the trajectories of observed objects when approximated by a Markovian process and indicate the limitations of this approach. It is proposed to use a multidimensional Gaussian distribution law for generating the trajectory of the observed object. In the second section, a study of the accuracy characteristics of a single-position angular-rangefinder radar and a three-position rangefinder radar are considered. Algorithms α-β, Kalman and nonlinear estimation are used in the modeling as estimation algorithms in these systems. The parameters and characteristics of the simulation are given. In the third part, the results of modeling the process of estimating the location of objects of observation with trajectories of movement approximated by non-Markov processes are presented. Modeling confirms the possibility of using submitted algorithms to estimate the trajectory of a smallsized object of observation, a trajectory model of which uses a multidimensional normal distribution law. It is pointed out that in several cases the filtering errors exceed the errors of a single measurement. This leads to the conclusion that further modification of the algorithms is necessary. In the final part, a recommendation is given on how to further reduce the estimation errors when using Kalman algorithms and nonlinear estimation.
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institution Kabale University
issn 2500-316X
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publishDate 2021-08-01
publisher MIREA - Russian Technological University
record_format Article
series Российский технологический журнал
spelling doaj-art-06ee68c42f7343fe842ba6034882aebb2025-02-03T11:45:50ZrusMIREA - Russian Technological UniversityРоссийский технологический журнал2500-316X2021-08-0194384810.32362/2500-316X-2021-9-4-38-48271An estimation of efficiency of filtering algorithms of state vector of small-sized observed object with non-Markovian approximation of trajectoryB. A. Zaikin0A. F. Kotov1M.E. Zhadkevich City Clinical HospitalMIREA – Russian Technological UniversityThe article discusses the possibilities of estimating the states vectors of observation objects with the nonMarkovian approximation of the trajectories. The introduction discusses the problem consisting in the fact that the use of the approximation of the trajectory of the observed object by Markov processes in some cases can lead to a discrepancy between theory and practice. In the first section, we simulate the trajectories of observed objects when approximated by a Markovian process and indicate the limitations of this approach. It is proposed to use a multidimensional Gaussian distribution law for generating the trajectory of the observed object. In the second section, a study of the accuracy characteristics of a single-position angular-rangefinder radar and a three-position rangefinder radar are considered. Algorithms α-β, Kalman and nonlinear estimation are used in the modeling as estimation algorithms in these systems. The parameters and characteristics of the simulation are given. In the third part, the results of modeling the process of estimating the location of objects of observation with trajectories of movement approximated by non-Markov processes are presented. Modeling confirms the possibility of using submitted algorithms to estimate the trajectory of a smallsized object of observation, a trajectory model of which uses a multidimensional normal distribution law. It is pointed out that in several cases the filtering errors exceed the errors of a single measurement. This leads to the conclusion that further modification of the algorithms is necessary. In the final part, a recommendation is given on how to further reduce the estimation errors when using Kalman algorithms and nonlinear estimation.https://www.rtj-mirea.ru/jour/article/view/342non-markovian approximationα−β algorithmkalman algorithmnonlinear filteringone-position radarmulti-position radarquadcopters
spellingShingle B. A. Zaikin
A. F. Kotov
An estimation of efficiency of filtering algorithms of state vector of small-sized observed object with non-Markovian approximation of trajectory
Российский технологический журнал
non-markovian approximation
α−β algorithm
kalman algorithm
nonlinear filtering
one-position radar
multi-position radar
quadcopters
title An estimation of efficiency of filtering algorithms of state vector of small-sized observed object with non-Markovian approximation of trajectory
title_full An estimation of efficiency of filtering algorithms of state vector of small-sized observed object with non-Markovian approximation of trajectory
title_fullStr An estimation of efficiency of filtering algorithms of state vector of small-sized observed object with non-Markovian approximation of trajectory
title_full_unstemmed An estimation of efficiency of filtering algorithms of state vector of small-sized observed object with non-Markovian approximation of trajectory
title_short An estimation of efficiency of filtering algorithms of state vector of small-sized observed object with non-Markovian approximation of trajectory
title_sort estimation of efficiency of filtering algorithms of state vector of small sized observed object with non markovian approximation of trajectory
topic non-markovian approximation
α−β algorithm
kalman algorithm
nonlinear filtering
one-position radar
multi-position radar
quadcopters
url https://www.rtj-mirea.ru/jour/article/view/342
work_keys_str_mv AT bazaikin anestimationofefficiencyoffilteringalgorithmsofstatevectorofsmallsizedobservedobjectwithnonmarkovianapproximationoftrajectory
AT afkotov anestimationofefficiencyoffilteringalgorithmsofstatevectorofsmallsizedobservedobjectwithnonmarkovianapproximationoftrajectory
AT bazaikin estimationofefficiencyoffilteringalgorithmsofstatevectorofsmallsizedobservedobjectwithnonmarkovianapproximationoftrajectory
AT afkotov estimationofefficiencyoffilteringalgorithmsofstatevectorofsmallsizedobservedobjectwithnonmarkovianapproximationoftrajectory