Relationship between time-invariant and time-variant filtering algorithms for a class of problems of navigation data processing
Alexei V. Loparev, О. А. Степанов, I. B. Chelpanov · 2012
The method of local approximation (MLA) of power spectral densities, which is widely used for solving Wiener filtering problems in navigation data processing, is considered. The relationship between a class of problems and the corresponding time-invariant algorithms derived by the MLA with a class of Kalman filtering problems and the corresponding algorithms is revealed and discussed. An illustrative example is given; the practical significance of the results obtained is discussed.