I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov, “Modificated ellipsoidal conditionally optimal filters for nonlinear stochastic systems on manifolds”, Inform. Primen., 2017, Volume 11, Issue 2,Pages <nobr>101

This article is cited in 4 papers

Modificated ellipsoidal conditionally optimal filters for nonlinear stochastic systems on manifolds

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

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

Abstract: The analytical synthesis theory for modificated ellipsoidal conditionally optimal filters (MECOF) for nonlinear stochastic systems on manifolds (MStS) based on the nonnormed a posteriori characteristic function is developed. Gaussian and non-Gaussian MStS are considered. The MECOF algorithms are more simple than the ECOF algorithms. The MECOF algorithms are the basis of the software tool “StS-Filter” (version 2017).

Keywords: accuracy and sensitivity equations; ellipsoidal approximation and linearization methods (EAM & ELM); ellipsoidal conditionally optimal filter (ECOF); modificated ellipsoidal conditionally optimal filter (MECOF); nonnormed characteristic function; Poisson noise; conditionally optimal filter (COF); Wiener noise.

Received: 08.02.2017

DOI: 10.14357/19922264170211