Title :
Explicit construction of finite-dimensional nonlinear filters with state space dimension 3
Author :
Chen, Jie ; Yau, Stephen S T ; Leung, Chi-Wah
Author_Institution :
Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA
Abstract :
In this note, we use the Wei-Norman approach (1964) to explicitly construct finite-dimensional nonlinear filters with state space dimension three. It is shown that from the Lie algebraic point of view, generically all finite-dimensional recursive filters are of this form
Keywords :
Lie algebras; filtering theory; nonlinear filters; recursive filters; Lie algebra; finite-dimensional nonlinear filters construction; finite-dimensional recursive filters; Algebra; Electronic mail; Filtering; Laboratories; Mathematics; Nonlinear equations; Nonlinear filters; Partial differential equations; State-space methods; Telephony;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.479236
