ROBUST DISCRETE STOCHASTIC FILTER Russian patent published in 2024 - IPC H03H17/02 G06F17/16 

FIELD: information-measuring systems.

SUBSTANCE: invention relates to information-measuring systems and can be used for robust filtering of discrete stochastic signals and state parameters of discrete stochastic systems in conditions of uncertainty of probabilistic characteristics of measurement noise. Robust discrete stochastic filter further comprises a second matrix functional transformation unit, a second vector summation unit, four matrix-vector multiplication units, vector signal delay unit, two matrix signal delay units, vector subtraction unit, two vector signal scaling units, which are connected to each other in such a way that a recurrent implementation of the filter is realized, which provides robust estimation with correlated disturbing effects.

EFFECT: high accuracy of robust filtering of state parameters of discrete dynamic systems under correlated disturbing effects.

1 cl, 1 dwg