The lower-order suboptimal filtering method for estimating the state v
ector for a special class of discrete nonlinear systems is proposed. T
he dimension of state in this filter is less than that in the extended
Kalman filter. The comparative less computation time required for cal
culation of the filter gains and implementation of the estimation proc
ess make it possible to apply this method to multidimensional dynamic
systems in realtime. Examples are presented.