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JackXavier edited section_Kalman_Gain_K__t__.tex
almost 8 years ago
Commit id: 06fa9785de0c1fcba8dd336b97f20ee8db4487da
deletions | additions
diff --git a/section_Kalman_Gain_K__t__.tex b/section_Kalman_Gain_K__t__.tex
index adaac8b..8e6f03b 100644
--- a/section_Kalman_Gain_K__t__.tex
+++ b/section_Kalman_Gain_K__t__.tex
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\begin{equation}\label{lab6}
p^p_{t+1} = p^e_{t} \cdot \phi^2 + \sigma^2_{\upsilon} = (0,26)^2 \cdot p^e_{t-1} + 0,2 = S_{t+1}
\end{equation}
Предположим, что в начальный момент времени ( $t = 1 $ ) дисперсия предсказания равна дисперсии сигнала $p^p_{1} = S_{1} =
1$. \sigma^2_{\upsilon}$. Тогда:
\begin{gather*}
\\
K_{1} = \frac{0,72 \cdot 1}{0,72^2 \cdot 1 + 5} =0,1258