Uchenyye zapiski UlGU. Seriya "Matematika i informatsionnyye tekhnologii"
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Uchenyye zapiski UlGU. Seriya "Matematika i informatsionnyye tekhnologii", 2019, Issue 1, Pages 120–125 (Mi ulsu74)  
To the method of optimal discrete filtering of linear dynamic systems with state-dependent noises

J. V. Tsyganovaa, T. N. Kurenevab

a Ulyanovsk State University, Ulyanovsk, Russia
b Ul'yanovsk State Pedagogical University, Russia
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Abstract: The paper considers a method for optimal discrete filtering of linear dynamic systems with state-dependent noises. An algorithm for discrete filtering and its initial conditions have been formulated. We have considered a simple example of the scalar signal filtering. Computer simulation has been performed in Matlab.
Keywords: linear dynamic systems with state-dependent noises, optimal discrete filtering, computer modeling.
Funding agency Grant number
Russian Foundation for Basic Research 18-47-730001
Received: 31.05.2019
Document Type: Article
UDC: 681.5.015
Language: Russian
Citation: J. V. Tsyganova, T. N. Kureneva, “To the method of optimal discrete filtering of linear dynamic systems with state-dependent noises”, Uchenyye zapiski UlGU. Seriya “Matematika i informatsionnyye tekhnologii”, 2019, no. 1, 120–125
Citation in format AMSBIB
\Bibitem{TsyKur19}
\by J.~V.~Tsyganova, T.~N.~Kureneva
\paper To the method of optimal discrete filtering of linear dynamic systems with state-dependent noises
\jour Uchenyye zapiski UlGU. Seriya ``Matematika i informatsionnyye tekhnologii''
\yr 2019
\issue 1
\pages 120--125
\mathnet{http://mi.mathnet.ru/ulsu74}
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