РЕГУЛЯРИЗОВАННЫЙ ФИЛЬТР КАЛМАНА. Regulârizovannyj fil'tr Kalmana

Abstract

In the analysis of measured spectra in physical experiments, smearing effects due to instrument resolution are present. The initial data incorrect-resolved problems obtained bу measurements, соn tain statistical errors. А regularizated Kalman filter has bееп produced from the Bayes estimation theory. А regularizated Каlmап filter takes converges to а stable output is suggested.