Kalman Filtering Algorithm for Systems with Stochastic Nonlinearity Functions, Finite-Step Correlated Noises, and Missing Measurements

<div>The trajectories of <span class="nowrap"><svg height="15.535pt" id="M240" style="vertical-align:-3.9436pt" version="1.1" viewbox="-0.0498162 -11.5914 12.476 15.535" width="12.476pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M536 404C536 423 520 448 491 448C445 448 398 404 308 283L286 338C255 416 242 448 217 448C182 448 138 402 92 341L111 321C149 368 169 378 178 378C188 378 198 363 214 320L254 212C185 117 138 65 107 65C98 65 85 69 82 75C79 82 73 86 65 86C44 86 23 60 23 39C23 7 44 -12 71 -12C119 -12 168 33 265 177L306 61C321 17 347 -12 373 -12C413 -12 465 33 507 96L491 119C459 84 432 60 413 60C395 60 378 92 358 148L321 250C341 279 369 310 389 332C417 363 439 382 456 382C466 382 475 376 481 368C486 361 492 358 496 358C513 358 536 381 536 404Z" id="g113-121"></path></g><g transform="matrix(.0091,0,0,-0.0091,7.267,-5.741)"><path d="M414 144C384 79 371 75 317 75H135L276 221C367 316 408 376 408 465C408 570 327 635 237 635C179 635 131 609 100 575L42 494L67 471C94 510 138 565 205 565C277 565 321 517 321 435C321 348 258 270 195 195C146 137 88 81 33 26V0H411C423 44 433 88 446 135L414 144Z" id="g50-51"></path></g><g transform="matrix(.0091,0,0,-0.0091,7.202,3.784)"><path d="M485 418C485 434 469 451 441 451C389 451 312 387 255 335C221 304 194 278 159 242H157L259 678C264 698 264 710 255 710C242 710 183 681 96 673L90 643L128 642C165 641 171 640 162 602L24 -5L31 -12C51 -4 81 4 110 9L145 181C154 195 180 220 205 242C233 170 263 106 291 53C318 1 335 -12 360 -12C383 -12 425 0 483 82L463 105C437 79 411 57 400 57C388 57 378 68 355 110C329 156 288 244 268 298C299 333 355 376 405 376C426 376 440 373 448 368C453 365 465 368 468 373C477 386 485 405 485 418Z" id="g50-108"></path></g></svg>.</span></div>

Discrete Dynamics in Nature and Society

fig6

Figure 6

Figure 6: Kalman Filtering Algorithm for Systems with Stochastic Nonlinearity Functions, Finite-Step Correlated Noises, and Missing Measurements 