I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov, “Modified ellipsoidal suboptimal filters for nonlinear stochastic systems on manifolds”, Sistemy i Sredstva Inform., 2016, Volume 26, Issue 2,Pages <nobr>79

This article is cited in 3 papers

Modified ellipsoidal suboptimal 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 119133, Russian Federation

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).

Keywords: 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.

Received: 04.03.2016

DOI: 10.14357/08696527160205