DocumentCode
1928913
Title
Explicit construction of finite-dimensional nonlinear filters with state space dimension 4
Author
Leung, Chi-Wah ; Yau, Stephen S T ; Chen, Jie
Author_Institution
Sch. of Bus. & Adm., Open Univ., Milton Keynes, UK
Volume
5
fYear
1997
fDate
10-12 Dec 1997
Firstpage
4462
Abstract
We use the Wei-Norman (1964) approach to explicitly construct finite-dimensional nonlinear filters with state space dimension four. It is shown that from the Lie algebraic point of view, generically all finite-dimensional recursive filters are of this form
Keywords
Lie algebras; differential equations; filtering theory; nonlinear filters; recursive filters; stochastic processes; Wei-Norman approach; explicit construction; finite-dimensional nonlinear filters; finite-dimensional recursive filters; state space dimension 4; Algebra; Cities and towns; Differential equations; Ear; Filtering theory; Nonlinear equations; Nonlinear filters; Recursive estimation; Robustness; State-space methods;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.649668
Filename
649668
Link To Document