Filters for continuous perturbation stochastic systems

摘要

The present invention relates to a filter for a continuous perturbation stochastic system.;The present invention can be applied to a low-dimensional filter which receives a low-dimensional low-dimensional function of a noise including a noise of a predetermined system and performs a predetermined algorithm, and a high-And a closed-loop transformer for receiving an output from the pure-slow filter and the pure-fast filter and obtaining a best estimate of a predetermined state vector by a predetermined algorithm.;Since the filter according to the present invention having such a structure is driven by the measured values of the system, the structure is simple since it does not require additional communication lines as in the prior art, and the filter can be completely and independently separated into two low-dimensional local filters Because parallel computation and parallel implementation of filter are possible, it is possible to reduce calculation amount and simplify design.