Normal suboptimal filtering for differential stochastic systems with unsolved derivatives

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.