The Stochastic Synthesis of the Adaptive Filter for Estimating the Controlled Systems State Based on the Condition of Maximum of the Generalized Power Function

Abstract

The proposed procedure for the synthesis of the filter of the state estimation is based on a new mathematical model of the dynamic controlled system. It is based on the maximum condition of the function of the generalized power. The optimization boundary problem can be solved using the invariant embedding procedure. The result differs from the known ones as it has lower dimensionality, non-linear structure and provides a more accurate estimation.