Подробное описание документа
Степанов, О. А. Estimation algorithms for navigation data processing : учебное пособие / О. А. Степанов. — Санкт-Петербург : НИУ ИТМО, 2021. — 174 с.
The general principles used in the measurement data processing aimed at estimation of unknown parameters and random sequences are described. Different approaches and methods for designing estimation algorithms are discussed. Considerable attention is given to the recursive discrete Kalman filter and its analog for continuous time. The tutorial is intended for students and graduate students involved in processing of redundant measurement data. The theory is supposed to help them solve problems related to navigation data processing.
