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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2016, Volume 26, Issue 3, Pages 4–25
DOI: https://doi.org/10.14357/08696527160301
(Mi ssi471)
 

Mathematical software for suboptimal normal filtering in stochastic systems with complex fraction-rational nonlinearities

I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E. R. Korepanov, V. V. Belousov, V. S. Shorgin, E. S. Agafonov

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilova Str., Moscow 119333, Russian Federation
References:
Abstract: The paper describes the instrumental algorithms and software tools for the module “StS-CFRN.Filter” in numerical library “StS-Filter”. The module is based on series approximations. It gives the opportunity to synthesize differential and difference normal suboptimal filters for specific nonlinear stochastic systems. Such StS have the following peculiarities: observation equations do not include Poisson noise and coefficient at Wiener noise does not depend on state variables. Special attention is paid to the software tools based on symbolic and nonsymbolic algorithms. The practical efficiency of the software tools has been illustrated.
Keywords: complex fraction-rational nonlinearities (CFRN); module “StS-CFRN.Filter;” normal approximation method (NAM); numerical library “StS-Filter;” stochastic linearization method (SLM); stochastic systems (StS).
Funding agency Grant number
Russian Foundation for Basic Research 15-07-02244_а
The work was supported by the Russian Foundation for Basic Research (project 15-07-02244).
Received: 07.07.2016
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E. R. Korepanov, V. V. Belousov, V. S. Shorgin, E. S. Agafonov, “Mathematical software for suboptimal normal filtering in stochastic systems with complex fraction-rational nonlinearities”, Sistemy i Sredstva Inform., 26:3 (2016), 4–25
Citation in format AMSBIB
\Bibitem{SinSinSer16}
\by I.~N.~Sinitsyn, V.~I.~Sinitsyn, I.~V.~Sergeev, E.~R.~Korepanov, V.~V.~Belousov, V.~S.~Shorgin, E.~S.~Agafonov
\paper Mathematical software for suboptimal normal filtering in stochastic systems with complex fraction-rational nonlinearities
\jour Sistemy i Sredstva Inform.
\yr 2016
\vol 26
\issue 3
\pages 4--25
\mathnet{http://mi.mathnet.ru/ssi471}
\crossref{https://doi.org/10.14357/08696527160301}
\elib{https://elibrary.ru/item.asp?id=27177713}
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