DocumentCode :
307327
Title :
The structure of Ω-matrix in nonlinear filters
Author :
Yau, Stephen S T ; Rasoulian, Amid
Author_Institution :
Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA
Volume :
1
fYear :
1996
fDate :
11-13 Dec 1996
Firstpage :
1083
Abstract :
The structure of Ω=(ωij), a matrix related to the estimation algebras in nonlinear filtering theory, plays a major role in determining the finite dimensionality of these algebras. In this paper we give a simple view of this important matrix, i.e. although the drift term f=(f1, f2, …, fn) is a C function, the entries of Ω, ωij =∂fi/∂xi-∂fi /∂xj, are polynomials
Keywords :
estimation theory; filtering theory; matrix algebra; nonlinear filters; polynomials; Ω-matrix structure; estimation algebras; finite dimensionality; matrix; nonlinear filtering theory; polynomials; Algebra; Estimation theory; Filtering; Nonlinear equations; Nonlinear filters; Partial differential equations; Polynomials; Robustness; Stochastic processes;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
ISSN :
0191-2216
Print_ISBN :
0-7803-3590-2
Type :
conf
DOI :
10.1109/CDC.1996.574647
Filename :
574647
Link To Document :
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