this is for holding javascript data
Stepan edited untitled.tex
almost 8 years ago
Commit id: 1e407c680cdfeb008b6bb42cda1dfd22719d5791
deletions | additions
diff --git a/untitled.tex b/untitled.tex
index ab9734e..0df71f5 100644
--- a/untitled.tex
+++ b/untitled.tex
...
Подставляем в выражение для среднеквадратичной ошибки \selectlanguage{english}$E(e^{2}(t+1))$\selectlanguage{russian}минимизирующее ее значение коэффициента Калмана \selectlanguage{english}$K_{t+1}$\selectlanguage{russian} и получаем:
\selectlanguage{english}$$
E(e^{2}(t+1))=(1-\frac{E(e^{2}(t))+\delta^{2}_{E}}{E(e^{2}(t))+\delta^{2}_{E}+\delta^{2}_{N}})^{2}*(E(e^{2}(t))+\delta^{2}_{E})+(\frac{E(e^{2}(t))+\delta^{2}_{E}}{E(e^{2}(t))+\delta^{2}_{E}+\delta^{2}_{N}})^{2}*\delta^{2}_{N}
$$
\selectlanguage{russian}Пусть: \selectlanguage{english}$E(e^{2}(t))=a; \delta^{2}_{E}=b; \delta^{2}_{N}=c;$
\selectlanguage{russian}Тогда:
\selectlanguage{english}$$
$$