Informatics and Applications
2021, Volume 15, Issue 1, pp 3-10
NORMAL SUBOPTIMAL FILTERING FOR DIFFERENTIAL STOCHASTIC SYSTEMS WITH UNSOLVED DERIVATIVES
Abstract
The article develops the series of papers dedicated to stochastic systems with unsolved derivatives. Methodological aspects of normal suboptimal filterings (NSOF) for stochastic systems with unsolved derivatives are presented. Nonlinear differential equations for state and observation are given at the following conditions: observation equations are Gaussian and do not depend on the state variable. One of sections is devoted to NSOF for Gaussian and non-Gaussian systems. Corresponding NSOF are given for additive noises. Also, an illustrative example is given. The NSOF quality analysis is considered.
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[+] About this article
Title
NORMAL SUBOPTIMAL FILTERING FOR DIFFERENTIAL STOCHASTIC SYSTEMS WITH UNSOLVED DERIVATIVES
Journal
Informatics and Applications
2021, Volume 15, Issue 1, pp 3-10
Cover Date
2021-03-30
DOI
10.14357/19922264210101
Print ISSN
1992-2264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
method of analytical modeling (MAM); method of normal approximation (MNA); method of statistical linearization (MSL); normal suboptimal filter; stochastic system (StS); stochastic systems with unsolved derivatives; shaping filter
Authors
I. N. Sinitsyn 
Author Affiliations
Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
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