Strong Tracking Filtering of Nonlinear Systems with colored Noise

The theory now in use for strong tracking filters as beveloped for use with nonlunlinear systems involving white noise, is extended to a class of nonlinear time-varying stochastic systcms with colored noise . A new concept of "softening factor" is introduced to make the state estimators much smoother. Effeveness of the proposed approach is illustrated by computer simulations .