Title :
Reproducing probability density classes on Lie groups with application to discrete-time filtering (Corresp.)
Author :
Johnson, Carl ; Stear, Edwin B.
fDate :
1/1/1980 12:00:00 AM
Abstract :
A general approach to discrete-time filtering for dynamical systems evolving in a Lie group is presented. The most general filtering solution is given by the signal probability density function conditioned on the measurements, which for nonlinear systems is usually nonparametric.
Keywords :
Discrete-time filters; Lie groups; Nonlinear filtering; Electron optics; Filtering; Finite wordlength effects; High speed optical techniques; Integral equations; Laser radar; Notice of Violation; Radar detection; Signal detection; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1980.1056128