Suboptimal continuous-discrete filtering based on decomposition of observations

The continuous-discrete filtering problem for different types of observations is considered. In the work of Cho and Oh, the suboptimal continuous and discrete filters for this type of observations were developed. In this paper, we present a generalization of these filters to mixed continuous-discrete systems. The new suboptimal filter allows fully parallel processing of information and fits in with multisensor environment. The examples demonstrate the accuracy and efficiency of the proposed suboptimal linear and nonlinear continuous-discrete filters.