Abstract
The theory of analytical design of the modified ellipsoidal conditionally optimal filters was developed. The algorithms of modified ellipsoidal conditionally optimal filters are simpler than the suboptimal algorithms for the normalized a posteriori distributions. The results obtained were used in the problems of designing the vibroprotective equipment of the computer systems.
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Original Russian Text © I.N. Sinitsyn, V.I. Sinitsyn, I.V. Sergeev, E.R. Korepanov, 2018, published in Avtomatika i Telemekhanika, 2018, No. 1, pp. 147–161.
This paper was recommended for publication by A.I. Kibzun, a member of the Editorial Board
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Sinitsyn, I.N., Sinitsyn, V.I., Sergeev, I.V. et al. Methods of Ellipsoidal Filtration in Nonlinear Stochastic Systems on Manifolds. Autom Remote Control 79, 117–127 (2018). https://doi.org/10.1134/S0005117918010101
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DOI: https://doi.org/10.1134/S0005117918010101