A navigation complex of an unmanned flight vehicle of small class is considered. Increasing the accuracy of navigation definitions is done with the help of a nonlinear Kalman filter in the implementation of the algorithm on board an aircraft in the face of severe limitations on the performance of the special calculator. The accuracy of the assessment depends on the available reliable information on the model of the process under study, which has a high degree of uncertainty. To carry out high-precision correction of the navigation complex, an adaptive non-linear Kalman filter with parametric identification was developed. The model of errors of the inertial navigation system is considered in the navigation complex, which is used in the algorithmic support. The procedure for identifying the parameters of a non-linear model represented by the SDC method in a scalar form is used. The developed adaptive non-linear Kalman filter is compact and easy to implement on board an aircraft.
We study the autocovariance structure of a general Markov switching second-order stationary VARMA model.Then we give stable finite order VARMA(p*, q*) representations for those M-state Markov switching VARMA(p, q) processes where the observables are uncorrelated with the regime variables. This allows us to obtain sharper bounds for p* and q* with respect to the ones existing in literature. Our results provide new insights into stochastic properties and facilitate statistical inference about the orders of MS-VARMA models and the underlying number of hidden states.