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

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)

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• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
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Cites work

• scientific article; zbMATH DE number 3782849 (Why is no real title available?)
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• 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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