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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[+] About this article
Title
MODIFICATED ELLIPSOIDAL CONDITIONALLY OPTIMAL FILTERS FOR NONLINEAR STOCHASTIC SYSTEMS ON MANIFOLDS
Journal
Informatics and Applications
2017, Volume 11, Issue 2, pp 101-111
Cover Date
2017-06-30
DOI
10.14357/19922264170211
Print ISSN
1992-2264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
accuracy and sensitivity equations; ellipsoidal approximation and linearization methods (EAM & ELM); ellipsoidal conditionally optimal filter (ECOF); modificated ellipsoidal conditionally optimal filter (MECOF); nonnormed characteristic function; Poisson noise; conditionally optimal filter (COF); Wiener noise
Authors
I. N. Sinitsyn  , V. I. Sinitsyn , and E. R. Korepanov
Author Affiliations
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
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