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Informatika i Ee Primeneniya [Informatics and its Applications], 2021, Volume 15, Issue 1, Pages 3–10
DOI: https://doi.org/10.14357/19922264210101
(Mi ia705)
 

This article is cited in 5 scientific papers (total in 5 papers)

Normal suboptimal filtering for differential stochastic systems with unsolved derivatives

I. N. Sinitsyn

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 (188 kB) Citations (5)
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Abstract: 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.
Keywords: method of analytical modeling (MAM), method of normal approximation (MNA), method of statistical linearization (MSL), normal suboptimal filter, stochastic system (StS), stochastic systems with unsolved derivatives, shaping filter.
Received: 29.06.2020
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, “Normal suboptimal filtering for differential stochastic systems with unsolved derivatives”, Inform. Primen., 15:1 (2021), 3–10
Citation in format AMSBIB
\Bibitem{Sin21}
\by I.~N.~Sinitsyn
\paper Normal suboptimal filtering for~differential stochastic systems with~unsolved derivatives
\jour Inform. Primen.
\yr 2021
\vol 15
\issue 1
\pages 3--10
\mathnet{http://mi.mathnet.ru/ia705}
\crossref{https://doi.org/10.14357/19922264210101}
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  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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