Konstantin A. Rybakov
Moscow aviation institute (national research university),
Mathematical cybernetics department, associate professor
associate professor, candidate of physico-mathematical sciences
Algorithms for solving the optimal nonlinear filtering problem by statistical modeling are given. These algorithms are based on the reducing the filtration problem to the analysis of stochastic systems with terminating and branching paths. The solution of analysis problem can be found approximately by using numerical methods for solving stochastic differential equations and methods for modeling inhomogeneous Poisson flows.