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Informatika i Ee Primeneniya [Informatics and its Applications], 2017, Volume 11, Issue 2, Pages 101–111
DOI: https://doi.org/10.14357/19922264170211
(Mi ia476)
 

This article is cited in 4 scientific papers (total 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
Full-text PDF (207 kB) Citations (4)
References:
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.
Funding agency Grant number
Russian Foundation for Basic Research 15-07-02244_а
The research was supported by the Russian Foundation for Basic Research (project 15-07-002244).
Received: 08.02.2017
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov, “Modificated ellipsoidal conditionally optimal filters for nonlinear stochastic systems on manifolds”, Inform. Primen., 11:2 (2017), 101–111
Citation in format AMSBIB
\Bibitem{SinSinKor17}
\by I.~N.~Sinitsyn, V.~I.~Sinitsyn, E.~R.~Korepanov
\paper Modificated ellipsoidal conditionally optimal filters for nonlinear stochastic systems on manifolds
\jour Inform. Primen.
\yr 2017
\vol 11
\issue 2
\pages 101--111
\mathnet{http://mi.mathnet.ru/ia476}
\crossref{https://doi.org/10.14357/19922264170211}
\elib{https://elibrary.ru/item.asp?id=29426147}
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  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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