MATHEMATICAL SOFTWARE FOR SUBOPTIMAL NORMAL FILTERING IN STOCHASTIC SYSTEMS WITH COMPLEX FRACTION-RATIONAL NONLINEARITIES
The paper describes the instrumental algorithms and software tools for the module “StS-CFRN.Filter” in numerical library “StS-Filter.” The module is based on series approximations. It gives the opportunity to synthesize differential and difference normal suboptimal filters for specific nonlinear stochastic systems. Such StS have the following peculiarities: observation equations do not include Poisson noise and coefficient at Wiener noise does not depend on state variables. Special attention is paid to the software tools based on symbolic and nonsymbolic algorithms. The practical efficiency of the software tools has been illustrated.