Filtering systems with finite-dimensional estimation algebras

被引：0

作者：

Dong, RT

Wong, WS

Yau, SST

机构：

[1] CHINESE UNIV HONG KONG,DEPT INFORMAT ENGN,SHATIN,NT,HONG KONG

[2] UNIV ILLINOIS,DEPT MATH STAT & COMP SCI,LAB CONTROL & INFORMAT,CHICAGO,IL 60607

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1997年 / 42卷 / 11期

关键词：

estimation algebra; nonlinear filters; under-determined partial differential equation;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Estimation algebra turns out to be a useful concept in the investigation of finite-dimensional nonlinear biters, In this paper we study the natural question of classifying all filtering systems with finite-dimensional estimation algebras up to state-space diffeomorphism. In particular, we present some results on partial differential equations arising from the study of stochastic systems and nonlinear filtering problems.

引用

页码：1601 / 1606

页数：6

共 19 条

[1]

BARAS J, 1981, MATH FILTERING IDENT

[2]

Benes V. E., 1981, Stochastics, V5, P65, DOI 10.1080/17442508108833174

[3]

Brockett R. W, 1983, INT C MATH, P1357

[4]

Brockett R. W., 1980, ANAL OPTIMISATION ST, P299