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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2016, Volume 26, Issue 1, Pages 199–226
DOI: https://doi.org/10.14357/08696527160113
(Mi ssi457)
 

This article is cited in 6 scientific papers (total in 6 papers)

Normal and orthogonal suboptimal filters for nonlinear stochastic systems on manifolds

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 (314 kB) Citations (6)
References:
Abstract: For nonlinear differential stochastic systems on manifolds (MStS) with Wiener and Poisson noises, the theory of synthesis of suboptimal filters based on the normal approximation method, the statistical linearization method, the orthogonal expansions method, and quasi-moment method is developed. Exact optimal (for mean square error criteria) equations for MStS with Gaussian noises in observation equations for one-dimensional a posteriori characteristic function are derived. Special attention is paid to modified filters based on unnormed distributions. Problems of approximate solving of exact equations are discussed. Accuracy and sensitivity equations are presented. A test example for nonlinear scalar differential equation with additive and multiplicative noises is given. Some generalizations are mentioned.
Keywords: a posteriori one-dimensional distribution; coefficient of orthogonal expansion; first sensitivity function; normal approximation method; normal suboptimal filter; modified NAM; modified OEM; orthogonal expansion method; orthogonal suboptimal filter; quasi-moment method; quasi-moment; statistical linearization method; stochastic system on manifolds; suboptimal filter; Wiener white 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: 05.11.2015
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, “Normal and orthogonal suboptimal filters for nonlinear stochastic systems on manifolds”, Sistemy i Sredstva Inform., 26:1 (2016), 199–226
Citation in format AMSBIB
\Bibitem{Sin16}
\by I.~N.~Sinitsyn
\paper Normal and orthogonal suboptimal filters for nonlinear stochastic systems on manifolds
\jour Sistemy i Sredstva Inform.
\yr 2016
\vol 26
\issue 1
\pages 199--226
\mathnet{http://mi.mathnet.ru/ssi457}
\crossref{https://doi.org/10.14357/08696527160113}
\elib{https://elibrary.ru/item.asp?id=26095466}
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  • https://www.mathnet.ru/eng/ssi/v26/i1/p199
  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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