Title :
Explicit construction of finite-dimensional nonlinear filters with state space dimension 4
Author :
Leung, Chi-Wah ; Yau, Stephen S T ; Chen, Jie
Author_Institution :
Sch. of Bus. & Adm., Open Univ., Milton Keynes, UK
Abstract :
We use the Wei-Norman (1964) approach to explicitly construct finite-dimensional nonlinear filters with state space dimension four. It is shown that from the Lie algebraic point of view, generically all finite-dimensional recursive filters are of this form
Keywords :
Lie algebras; differential equations; filtering theory; nonlinear filters; recursive filters; stochastic processes; Wei-Norman approach; explicit construction; finite-dimensional nonlinear filters; finite-dimensional recursive filters; state space dimension 4; Algebra; Cities and towns; Differential equations; Ear; Filtering theory; Nonlinear equations; Nonlinear filters; Recursive estimation; Robustness; State-space methods;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.649668
