Optimal filter realization for a class of nonlinear systems with finite- dimensional estimation algebra

DOI10.1016/S0167-6911(84)80047-XMaRDI QIDQ795003zbMATH OpenOpenAlexWikidataFDO

Authors Zvi S. Roth, Kenneth A. Loparo

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/s0167-6911(84)80047-x

zbMATH Keywords

estimation algebrafinite dimensional filtersnonlinear filtering

Mathematics Subject Classification ID

Lie algebras and Lie superalgebras (17B99) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

This paper is a short note on the construction of filters for a class of nonlinear systems where the estimation algebra is finite dimensional. Specifically the estimation algebra is assumed to be nilpotent.

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Cites work

• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Exponential stability in discrete-time filtering for non-ergodic signal.
• scientific article; zbMATH DE number 3782849 (Why is no real title available?)

Cited in

(1)

• Bilinear systems with nilpotent Lie algebra: optimal finite-dimensional filtering of their state vector

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