Project supported by the State Key Program of the National Natural Science of China (Grant No. 60835004);the Natural Science Foundation of Jiangsu Province of China (Grant No. BK2009727);the Natural Science Foundation of Higher Education Institutions of Jiangsu Province of China (Grant No. 10KJB510004);the National Natural Science Foundation of China (Grant No. 61075028)
On the assumption that random interruptions in the observation process are modeled by a sequence of independent Bernoulli random variables, we firstly generalize two kinds of nonlinear filtering methods with random in...