The estimate multiple as a result of priori links accounting. Generalization of Cramer-Rao inequality
DOI:
https://doi.org/10.18372/2306-1472.1.10780Abstract
It is shown, that the lowest Cramer-Rao bound for statistical estimation could be changed to accounting a priori links between estimated parameters and the residual variances could be essentially reduced. The case of two parameters being linked with algebraic linear equation to be estimated is considered. In the second part of the paper the results of “concordance” of flight information on the base of use of a centre motion and kinematics Euler relationships as a priori links are representedReferences
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Kasianov V.A., U Sen-Tan. The algorithm of conditional filtering of stochastic processes. -Kiev. KICAE /Simulation of flight and identification of aircraft characteristics, 1992.
Боярский Т.Н., Годованюк A.B. Алгоритм согласования и восстановления траекторных параметров в пространственном движении ВС // Практическая аэродинамика: Сб. науч. тр. - Киев: КМУГА, 1997. -С. 142-154
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Kasianov, V. A., & Bojarsky, G. N. (1998). The estimate multiple as a result of priori links accounting. Generalization of Cramer-Rao inequality. Proceedings of National Aviation University, 1(1), 25–35. https://doi.org/10.18372/2306-1472.1.10780
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AEROSPACE SYSTEMS FOR MONITORING AND CONTROL
