FIELD: computing.
SUBSTANCE: invention relates to the field of computing, mainly to digital processing of discrete signals. The essence of the invention lies in the fact that the extended Kalman filter is supplemented with an adaptive digital filter with the NLMS adaptation algorithm, which effectively operates under conditions of a non-stationary input signal and has optimal computational complexity. The extended Kalman filter, supplemented by an adaptive digital filter with the NLMS adaptation algorithm, is a digital filter for non-stationary signals, allows the use of a non-linear process / system model and compensates for the error in the extended Kalman filter, effectively operating in a non-stationary process.
EFFECT: improved quality of estimation of non-stationary processes / systems by compensating for the Kalman filter operation error.
1 cl, 3 dwg
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