Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem

DOI10.1016/0167-6911(83)90074-9zbMATH Open0539.93077OpenAlexW2136186628MaRDI QIDQ794612FDOQ794612

Authors: Michiel Hazewinkel, Steven I. Marcus, Héctor J. Sussmann 

Publication date: 1983

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

Full work available at URL: https://ir.cwi.nl/pub/10760

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zbMATH Keywords

nonlinear filteringconditional statisticscubic sensorfinite-dimensional recursive filtersWeyl-Lie algebra

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Infinite-dimensional Lie (super)algebras (17B65) Nonlinear systems in control theory (93C10) Vector fields, frame fields in differential topology (57R25)

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Cited In (18)

• Finite-dimensional filter for a class of nonlinear systems with correlated noises
• NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
• Optimal projection filters with information geometry
• Title not available (Why is that?)
• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
• Approximate finite-dimensional filtering for polynomial states over polynomial observations
• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
• Probability densities for conditional statistics in the cubic sensor problem
• Optimal filtering for incompletely measured polynomial systems with multiplicative noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sliding mode filtering for stochastic systems with polynomial state and observation equations
• Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems
• Des resultats de non existence de filtre de dimension finie
• Exact finite-dimensional filter for exponential functionals of the state of Beneš systems
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• New classes of finite dimensional filters with nonmaximal rank estimation algebra on state dimension \(n\) and linear rank \(n-2\)
• Complete classification of finite-dimensional estimation algebras of maximal rank

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