Systems and Means of Informatics
2016, Volume 26, Issue 2, pp 79-97
MODIFIED ELLIPSOIDAL SUBOPTIMAL FILTERS FOR NONLINEAR STOCHASTIC SYSTEMS ON MANIFOLDS
- I. N. Sinitsyn
- V. I. Sinitsyn
- E. R. Korepanov
Abstract
The analytical synthesis theory for modified ellipsoidal suboptimal filters (MESOF) for nonlinear stochastic systems on manifolds (MStS) based on the nonnormed a posteriori characteristic function is developed. Gaussian and non-Gaussian MStS are considered. Symbolic MESOF algorithms are more simple than the ESOF algorithms. The MESOF algorithms are the basis of the software tools ("StS-Filter," 2016).
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[+] About this article
Title
MODIFIED ELLIPSOIDAL SUBOPTIMAL FILTERS FOR NONLINEAR STOCHASTIC SYSTEMS ON MANIFOLDS
Journal
Systems and Means of Informatics
Volume 26, Issue 2, pp 79-97
Cover Date
2016-05-30
DOI
10.14357/08696527160205
Print ISSN
0869-6527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
accuracy and sensitivity equations; ellipsoidal approximation method (EAM); ellipsoidal suboptimal filter (ESOF); modified ellipsoidal suboptimal filter (MESOF); nonnormed characteristic function; Poisson noise; suboptimal filter (SOF); Wiener noise
Authors
I. N. Sinitsyn  , V. I. Sinitsyn , and E. R. Korepanov
Author Affiliations
Institute of Informatics Problems, Federal Research Center "Computer Science
and Control", Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
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