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Dynamics of Systems with Stochastic Parameters

#G-494


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

Status
3 Approved without Funding

Registration date
16.03.2000

Leading Institute
Institute of Computational Mathematics (Mukhelishvili), Georgia, Tbilisi

Project summary

The 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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