DocumentCode
3480429
Title
A new approximation method for nonlinear filtering using nilpotent harmonic analysis
Author
DiMasi, Giovanni B. ; Taylor, Thomas J.
Author_Institution
Dipartimento di Matematica Pura ed Applicata, Padova Univ., Italy
fYear
1991
fDate
11-13 Dec 1991
Firstpage
2750
Abstract
The authors use techniques of nilpotent harmonic analysis to introduce a new type of lifting of the discrete time unnormalized conditional density equation. The main result is that under certain broad conditions the information contained in a conditional statistic is also contained fin an associated statistic of a certain nonhomogeneous Markov process, with observations as driving noise
Keywords
Markov processes; filtering and prediction theory; function approximation; harmonic analysis; statistical analysis; approximation method; conditional statistic; driving noise; nilpotent harmonic analysis; nonhomogeneous Markov process; nonlinear filtering; Approximation methods; Filtering; Fourier transforms; Harmonic analysis; Integral equations; Markov processes; Mathematics; Nonlinear equations; Statistics; Yttrium;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261855
Filename
261855
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