@misc{Bidyuk_Petro_Analytical, author={Bidyuk, Petro and Podladchikov, Vladimir and Podladchikova, Iryna}, howpublished={online}, publisher={Zielona Góra: Uniwersytet Zielonogórski}, language={eng}, abstract={This paper is devoted to development of analytical approach to the Kalman filter study. This approach is based upon making use of Riccati equation solution for a class of dynamic systems considered, as well as Kalman and Wiener filters transition matrices. An example of a moving object state estimation shows advantages of the method proposed, the main of which are substantial reduction of computational expenses on modelling of estimation algorithm and a possibility of analytical study of estimation results. A case of correlated measurement noise is also considered.}, abstract={Optimal and suboptimal filters are applied to this case, and expressions for filtering errors are derived. The results obtained can be used to determine a possibility of using suboptimal instead of optimal filters, and to reduce computational expenses.}, type={artykuł}, title={Analytical study of the Kalman filter for stationary dynamic systems}, keywords={sterowanie, sterowanie-teoria, sztuczna inteligencja, matematyka stosowana, informatyka}, }