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...

Full description

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