Mathematical relations for constructing an algorithm for estimating signal parameters under conditions of constraints
The article is devoted to the development of mathematical relationships for constructing an algorithm for estimating signal parameters under constraints. During the operation of the transport system, rather complex problems arise, which are associated with the need to assess the adopted parameters with the requirements of compliance with the existing restrictions. Constraints can be either equality or inequality. Since the inequality constraint can be reduced by adding dummy variables to the equality conditions, and they can also be checked step by step, transforming them into equality, we will develop an algorithm that allows us to have equality constraints. This task belongs to the class of statistical optimization problems. To solve it, standard functions from the "optimization" subdirectory of the MatLAB computing environment will be used. The construction of such an algorithm will make it possible not only to reduce storage costs, but also to reduce the main production time.