Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems

DOI10.1016/0167-6911(85)90065-9zbMath0568.93061OpenAlexW2054204927MaRDI QIDQ1061082

G. Pignie, Jean Lévine

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0167-6911(85)90065-9

zbMATH Keywords

finite dimensional filterstochastic discrete-time nonlinear systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Minimal systems representations (93B20) Realizations from input-output data (93B15)

Related Items (2)

Nonlinear system immersion, observers and finite-dimensional filters ⋮ Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems

Cites Work

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• Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems
• A Finiteness Criterion for Nonlinear Input–Output Differential Systems
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Finite dimensional filter systems in discrete time
• Optimal nonlinear estimation for a class of discrete-time stochastic systems

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