Title :
Classification of all finite-dimensional nonlinear filters from Lie algebraic point of view: State dimension 2
Author :
Yau, Stephen S -T ; Wu, Xi ; Jia, Lixing ; Rasoulian, Amid
Author_Institution :
Univ. of Illinois at Chicago, Chicago
Abstract :
In this paper, we give a complete classification of all finite dimensional estimation algebras with state space dimension 2. It is shown that a finite-dimensional estimation algebra with state dimension 2 can only have dimension less than or equal to 6. We then use the Wei-Norman approach to construct all finite-dimensional nonlinear filters with state space dimension 2 from the Lie algebraic point of view.
Keywords :
Lie algebras; filtering theory; nonlinear filters; state-space methods; Lie algebra; Wei-Norman approach; finite dimensional estimation algebra; finite-dimensional nonlinear filter classification; state space dimension; Algebra; Differential algebraic equations; Filtering theory; Mathematics; Nonlinear filters; Partial differential equations; State estimation; State-space methods; Statistics; USA Councils;
Conference_Titel :
Decision and Control, 2007 46th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
978-1-4244-1497-0
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2007.4435046
