Synthesis of Low-Dimensional Polynomial Filtering Algorithms

摘要

The problem of synthesis of a polynomial filtering algorithm for a discrete-time nonlinear dynamic process is considered under a constraint on the filter dimension. A solution to the problem is presented in the form of a recursive algorithm that can be used to calculate the filter gain matrix and the dispersion matrix of estimation errors. An example is given to illustrate the proposed method of synthesis of low-dimensional poly- nomial filtering algorithms.