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JackXavier edited section_Kalman_Gain_K__t__.tex
almost 8 years ago
Commit id: 09dc02f12da27885f5e971fc2193aa6606a1522b
deletions | additions
diff --git a/section_Kalman_Gain_K__t__.tex b/section_Kalman_Gain_K__t__.tex
index 2751768..2f260a5 100644
--- a/section_Kalman_Gain_K__t__.tex
+++ b/section_Kalman_Gain_K__t__.tex
...
p^e_{t} = (1 - \gamma \cdot K_{t}) \cdot S_{t} = (1 - 0,72 \cdot K_{t}) \cdot S_{t}
\end{equation}
\begin{equation}\label{lab6}
p^p_{t+1} = p^e_{t} \cdot \phi^2 + \sigma^2_{\upsilon}
= p^e_{t} \cdot 0,26^2 + 0,2
\end{equation}
Предположим, что в начальный момент времени ( $t = 1 $ ) дисперсия предсказания равна дисперсии сигнала $p^p_{1} = 0.2 $, $S_{1} = 1$. Тогда:
\begin{gather*}