Informatics and Applications

2017, Volume 11, Issue 2, pp 101-111

MODIFICATED ELLIPSOIDAL CONDITIONALLY OPTIMAL FILTERS FOR NONLINEAR STOCHASTIC SYSTEMS ON MANIFOLDS

  • I. N. Sinitsyn
  • V. I. Sinitsyn
  • E. R. Korepanov

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).

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