I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E. R. Korepanov, “Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds”, Avtomat. i Telemekh., 2018, Issue 1,Pages <nobr>147

This article is cited in 2 papers

Topical issue

Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds

I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E. R. Korepanov

Institute of Informatics Problems of Federal Research Center "Informatics and Control", Russian Academy of Sciences, Moscow, Russia

Abstract: The theory of analytical design of the modified ellipsoidal conditionally optimal filters was developed. The algorithms of modified ellipsoidal conditionally optimal filters are simpler than the suboptimal algorithms for the normalized a posteriori distributions. The results obtained were used in the problems of designing the vibroprotective equipment of the computer systems.

Keywords: vibroprotective equipment, modified ellipsoidal conditionally optimal filter, unnormalized a posteriori distribution, stochastic system on manifolds, suboptimal filtering, conditionally optimal filtering.

Presented by the member of Editorial Board: A. I. Kibzun

Received: 20.03.2017