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Using the Pearson Distribution for Synthesis of the Suboptimal Algorithms for Filtering Multi-Dimensional Markov Processes

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Radiophysics and Quantum Electronics Aims and scope

We consider the method of constructing the suboptimal filter on the basis of approximating the a posteriori probability density of the multidimensional Markov process by the Pearson distributions. The proposed method can efficiently be used for approximating asymmetric, excessive, and finite densities.

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Authors and Affiliations

  1. Rostov-on-Don Research Institute of Radio Communication, Rostov State Civil-Engineering University, Rostov-on-Don, Russia

    A. S. Mit’kin, V. A. Pogorelov & E. G. Chub

Authors
  1. A. S. Mit’kin
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  2. V. A. Pogorelov
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  3. E. G. Chub
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Corresponding author

Correspondence to E. G. Chub.

Additional information

Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 58, No. 3, pp. 244–253, March 2014.

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Mit’kin, A.S., Pogorelov, V.A. & Chub, E.G. Using the Pearson Distribution for Synthesis of the Suboptimal Algorithms for Filtering Multi-Dimensional Markov Processes. Radiophys Quantum El 58, 224–232 (2015). https://doi.org/10.1007/s11141-015-9596-z

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  • DOI: https://doi.org/10.1007/s11141-015-9596-z

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