NONLINEAR FILTERING OF RANDOM SEQUENCES WITH EXTENDED LEAST-SQUARE METHOD 1

For nonlinear random sequences filtering the extended least-square method is proposed. The received suboptimal filter equations include linearization for nonlinear measurement function only. The filter gain coefficient can be calculated by formulas without solving additional equations as in extended...

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Bibliographic Details
Main Authors: V. M. Artemiev, A. O. Naumov, L. L. Kokhan
Format: Article
Language:Russian
Published: The United Institute of Informatics Problems of the National Academy of Sciences of Belarus 2018-03-01
Series:Informatika
Subjects:
Online Access:https://inf.grid.by/jour/article/view/316