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Inform. Primen., 2007, Volume 1, Issue 1, Pages 3–13 (Mi ia116)  

This article is cited in 9 scientific papers (total in 9 papers)

Development of Pugachev filtering for stochastic systems

I. N. Sinitsyn

Institute for Problems of Informatics RAS

Abstract: Statistical methods of information processing (filtering, extrapolation, interpolation etc) in stochastic systems (StS) are the basis of modern statistical informatics. Analytical survey and main tendencies of nonlinear conditionally optimal Pugachev filters (PF) for StS are considered. Pugachev filters for regular and nonregular, continuous and discrete, Gaussian and non-Gaussian StS are discussed. Interconnection between PF and Kalman filters including various statistical criteria is given. Problems of joint filtering and recognition and PF trends are considered.

Keywords: stochastic systems (StS); Pugachev filters

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Citation: I. N. Sinitsyn, “Development of Pugachev filtering for stochastic systems”, Inform. Primen., 1:1 (2007), 3–13

Citation in format AMSBIB
\Bibitem{Sin07}
\by I.~N.~Sinitsyn
\paper Development of Pugachev filtering for stochastic systems
\jour Inform. Primen.
\yr 2007
\vol 1
\issue 1
\pages 3--13
\mathnet{http://mi.mathnet.ru/ia116}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. I. N. Sinitsyn, “Korrelyatsionnye metody postroeniya analiticheskikh informatsionnykh modelei fluktuatsii polyusa Zemli po apriornym dannym”, Inform. i ee primen., 1:2 (2007), 2–14  mathnet
    2. I. N. Sinitsyn, “Kvazilineinye metody postroeniya informatsionnykh modelei fluktuatsii neravnomernosti vrascheniya Zemli”, Inform. i ee primen., 2:1 (2008), 35–43  mathnet
    3. I. N. Sinitsyn, E. R. Korepanov, N. N. Semendyaev, “Metodicheskoe i programmnoe obespechenie korrelyatsionnogo analiza fluktuatsii polyusa Zemli”, Sistemy i sredstva inform., 2008, spetsvypusk, 379–396  mathnet
    4. Markov, Yu.G., Sinitsyn, I.N., “Correlation model of the tidal nonuniformity of the Earth's rotation”, Doklady Physics, 53:3 (2008), 175–178  crossref  zmath  adsnasa  isi  elib
    5. I. N. Sinitsyn, “Metody postroeniya informatsionnykh modelei ereditarnykh fluktuatsii neravnomernosti vrascheniya Zemli”, Inform. i ee primen., 3:1 (2009), 2–7  mathnet
    6. Markov, Yu.G., Sinitsyn, I.N., Kiselev, M.L., “Effect of Parametric and Nonlinear Perturbations on Statistical Dynamics of the Earth's Pole”, Cosmic Research, 47:3 (2009), 251–258  crossref  adsnasa  isi  elib
    7. I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov, V. V. Belousov, N. N. Semendyaev, “Operativnoe postroenie informatsionnykh modelei dvizheniya polyusa zemli metodami lineinykh i linearizovannykh filtrov”, Inform. i ee primen., 4:1 (2010), 2–11  mathnet
    8. Yu. G. Markov, V. V. Perepelkin, I. N. Sinitsyn, N. N. Semendyaev, “Informatsionnye modeli neravnomernosti vrascheniya Zemli”, Inform. i ee primen., 5:2 (2011), 17–35  mathnet
    9. E. R. Korepanov, “Stokhasticheskie informatsionnye tekhnologii na osnove filtrov Pugacheva”, Inform. i ee primen., 5:2 (2011), 36–57  mathnet
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