Title :
Approximation methods for nonlinear filtering problems arising in linear system identification.
Author :
Krishnaprasad, P.S. ; Hazewinkel, M. ; Hanzon, B.
Author_Institution :
University of Maryland, College Park, MD
Abstract :
In this paper we investigate various approximate methods for computing the conditional density of a parameter. These techniques are related to the structure of certain Lie algebras of operators with the identification problem.
Keywords :
Algebra; Approximation methods; Digital control; Educational institutions; Filtering; Linear systems; Nonlinear control systems; Nonlinear filters; Stochastic systems; System identification;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269276