CONDITIONALLY OPTIMAL ITERATIVE FILTERS

Conditionally optimal iterative filters are proposed which are built v p on the basis of the theory of conditionally optimal discrete filters intended for filtering random processes described by nonlinear differ ence equations. As in the calculations involved with the theory of con ditionally optimal filtering, here all the calculations for finding th e gains of iterative filters rely only on the use of a priori informat ion on both the structure of the difference equations that determine r andom processes and a class of admissible filters. The calculations do not use the results of current observations and thus they can be perf ormed beforehand in designing the filters. The filtering process in it self can be carried out in real time. An example is given.