The lower-order suboptimal filter for discrete nonlinear systems

The lower-order suboptimal filtering method for estimating the state vector for a special class of discrete nonlinear systems is proposed. The dimension of state in this filter is less than that in the extended Kalman filter. The comparative less computation time required for calculation of the filter gains and implementation of the estimation process make it possible to apply this method to multidimensional dynamic systems in real time. Examples are presented.