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

DOI10.1016/S0167-6911(84)80047-XzbMATH Open0541.93067OpenAlexW2071329919WikidataQ57979302 ScholiaQ57979302MaRDI QIDQ795003FDOQ795003

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

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zbMATH Keywords

nonlinear filteringestimation algebrafinite dimensional filters

Mathematics Subject Classification ID

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

Cites Work

• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Title not available (Why is that?)
• Exponential stability in discrete-time filtering for non-ergodic signal.

Cited In (1)

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

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