CONTROL SYSTEMS;
DISCRETE TIME - Theory - CONTROL SYSTEMS;
NONLINEAR;
-;
Theory;
D O I:
10.1016/0167-6911(85)90065-9
中图分类号:
TP [自动化技术、计算机技术];
学科分类号:
0812 ;
摘要:
The authors obtain necessary and sufficient conditions for the existence of a finite-dimensional filter for the discrete-time nonlinear system ( SIGMA ) x//k// plus //1 equals f(x//k), y//k equals h(x//k) plus eta (x//k)v//k, k equals 0. 1,. . . . This system is distinguished by the absence of noise in the dynamics and by the correlation between the state and the intensity of noise in the observations. The necessary and sufficient condition provides an explicit formula for the minimal filter and various system-theoretic properties of ( SIGMA ) and of the minimal filter.