Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System
Tongjun He, Zhengping Shi
DOI: 10.4236/am.2011.26101   PDF   HTML     5,931 Downloads   9,205 Views  


This paper presents a novel conditionally suboptimal filtering algorithm on estimation problems that arise in discrete nonlinear time-varying stochastic difference systems. The suboptimal state estimate is formed by summing of conditionally nonlinear filtering estimates that their weights depend only on time instants, in contrast to conditionally optimal filtering, the proposed conditionally suboptimal filtering allows parallel processing of information and reduce online computational requirements in some nonlinear stochastic difference system. High accuracy and efficiency of the conditionally suboptimal nonlinear filtering are demonstrated on a numerical example.

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T. He and Z. Shi, "Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System," Applied Mathematics, Vol. 2 No. 6, 2011, pp. 757-763. doi: 10.4236/am.2011.26101.

Conflicts of Interest

The authors declare no conflicts of interest.


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