I. Introduction
The Kalman filtering methods for treating stiff stochastic systems arisen in engineering research constitute a novel topic of state estimation theory discovered recently in [1] – [5] . The modern stochastic models admit often the following continuous-discrete formulation [6] : \begin{align*} dx(t)\,=&\,F(t,x(t))dt+Gdw(t),\quad t>0, \tag{1} \\\\ z_{k}\,=&\,h(x_{k})+v_{k},\quad k\geq 1. \tag{2}\end{align*}