New classes of finite-dimensional nonlinear filters

DOI10.1016/0167-6911(83)90056-7zbMath0529.93060OpenAlexW1967008202MaRDI QIDQ787951

Wing Shing Wong

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90056-7

zbMATH Keywords

nonlinear filtersKalman-Bucy filtersBenes filtersestimation algebras

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (16)

Nonlinear system immersion, observers and finite-dimensional filters ⋮ On a new class of finite dimensional estimation algebras ⋮ Theorems on the structure of finite dimensional estimation algebras ⋮ A note on estimation algebras on nonlinear filtering theory ⋮ Exact Finite-Dimensional Filter for Exponential Functionals of the State of Beneš Systems ⋮ Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering ⋮ Explicit solution of a Kolmogorov equation ⋮ Finite Dimensional Estimation Algebras with State Dimension 3 and rank 2, I: Linear Structure of Wong Matrix ⋮ A conditionally almost linear filtering problem with non-gaussian initial condition^∗ ⋮ A bound approach to asymptotic optimality in non-linear filtering of diffusion processes ⋮ Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture ⋮ New Classes of Finite Dimensional Filters with Nonmaximal Rank Estimation Algebra on State Dimension $n$ and Linear Rank $n-2$ ⋮ Finite-dimensional filter for a class of nonlinear systems with correlated noises ⋮ Finite dimensional filters with nonlinear drift. XI: Explicit solution of the generalized Kolmogorov equation in Brockett-Mitter program ⋮ An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods ⋮ Computation of invariant sets via immersion for discrete-time nonlinear systems

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• On a multiplicative functional transformation arising in nonlinear filtering theory
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Some Observations on Metaplectic Groups
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• The partial differential equation u_t + uu_x = μ_xx

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