Systems and Means of Informatics
2018, Volume 28, Issue 1, pp 4-19
ANALYTICAL SYNTHESIS OF SUBOPTIMAL FILTERS BY MOMENTS METHODS
- I. N. Sinitsyn
- V. I. Sinitsyn
- E. R. Korepanov
Abstract
On the basis of initial and central moments, the theory of analytical synthesis of suboptimal and modificated filters (SOF and MSOF) for differential (on manifolds) nonlinear stochastic systems (StS) is developed. The authors suppose that: (i) state equation includes Gaussian and Poisson noises; and (ii) observation equation contains Gaussian noises only. For SOF synthesis, the authors use normalized densities and for MOF, unnormalized densities. Questions of instrumental accuracy and sensitivity are discussed. The algorithms are the basis of the software tool StS-Filter 2018. Two test examples for angular information-measurement system are given. Some generalizations are mentioned.
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[+] About this article
Title
ANALYTICAL SYNTHESIS OF SUBOPTIMAL FILTERS BY MOMENTS METHODS
Journal
Systems and Means of Informatics
Volume 28, Issue 1, pp 4-19
Cover Date
2018-03-30
DOI
10.14357/08696527180101
Print ISSN
0869-6527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
a priori distribution (density, characteristic function); method of initial moments; method of central moments; modificated method of initial moments; modificated method of central moments; normalized distribution; unnormalized distribution; stochastic system; suboptimal filter; angular information-measurement system; Gaussian noise; Poisson 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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