Optimal forecast algorithm based on compatible linear filtration and extrapolation

• Published in: Mathematical Modeling and Computing Vol. 8; no. 2; pp. 157 - 167
• Main Authors: Mashkov, O. A., Murasov, R. K., Kravchenko, Y. V., Dakhno, N. B., Leschenko, O. A., Trush, A. V.
• Format: Journal Article
• Language: English
• Published: 2021

This work considers the methods of optimal linear extrapolation of the flight path of the aircraft, which provide a minimum of the mean square of the forecast error with different amounts of a priori information. The research is based on the canonical decomposition of a vectorial random process. It...