Finite Dimensional Filters for a Class of Nonlinear Systems and Immersion in a Linear System

DOI10.1137/0325079zbMath0635.93065OpenAlexW1963511275MaRDI QIDQ3775442

Jean Lévine

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325079

zbMATH Keywords

estimation algebrapartially observed stochastic systemfinite dimensional filterimmersibilityminimal filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Minimal systems representations (93B20) Realizations from input-output data (93B15) Lie algebras and Lie superalgebras (17B99)

Related Items (3)

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 ⋮ Finite-dimensional filter for a class of nonlinear systems with correlated noises

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