Radiotekhnika
Publishing house Radiotekhnika

"Publishing house Radiotekhnika":
scientific and technical literature.
Books and journals of publishing houses: IPRZHR, RS-PRESS, SCIENCE-PRESS


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Problem of synthesis of nonlinear filtering algorithm of vector discrete process is considered. The algorithm takes into account non­gaussian character of joint aposteriory probability density. The derived algorithm can be used also at the decision of the problem of adaptive filtering of information process with unknown parameters varied in time.

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