Theoretical and applied aspects of synthesis of multistructural schemes of recurrent informational processing in navigational systems of aircraft (Q1387066)

The authors consider stochastic dynamical systems where the observation equation is nonlinear with additive noise, the state equation can be any filtering set of nonlinear stochastic differential equations. The state switches between them at unknown random moments. Such situation arises, e.g., in a Doppler navigator of velocity when the surface under a plane changes. An approximate algorithm for optimal filtering in such systems is given. It is applied to several navigation problems.