Dynamics of Systems with Stochastic Parameters
Extrapolation, Smoothing and Filtering of Stochastic Dynamical Systems Dependent on Unknown Parameters
Tech Area / Field
- SAT-STM/Spacecraft Trajectories and Mechanics/Space, Aircraft and Surface Transportation
3 Approved without Funding
Institute of Computational Mathematics (Mukhelishvili), Georgia, Tbilisi
Project summaryThe purpose of the project is the creation of software packages for problems of modelling and numerical calculation of trajectories of large meteorite bodies on the base of noisy data and forecasting the landing point of unguided descending devices.
Data obtained from observations over the object are regarded as random variables due to the device noise. The problem consists in minimizing the influence of the noise and then in finding the future state of the object. The methods proposed permit to carry out real time computations. While solving the problem we apply mainly the Kalman-Bucy filtering methods along with other methods of simulation of Gaussian processes.
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