• 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