ROBUST DISCRETE STOCHASTIC FILTER Russian patent published in 2023 - IPC G06F17/16 H03H19/00 

FIELD: robust filters.

SUBSTANCE: robust filters for discrete stochastic signals. Invention is proposed to increase the speed and accuracy of filtering, as well as to reduce computational costs by implementing filter in recurrent form. It is achieved due to the fact that the device includes an observation matrix formation unit, a second matrix-by-vector multiplication unit, two matrix-by-matrix multiplication units, a matrix summation unit, a unit matrix formation unit, an inverse matrix formation unit, a clock generator, which are connected between itself in such a way that a recurrent implementation of the filter is implemented.

EFFECT: increased speed and accuracy of filtering, as well as reduced computational costs by implementing filter in recurrent form.

1 cl, 1 dwg