Title :
Recent results on nonlinear filtering: new class of finite dimensional filters
Author :
Yau, Stephen S T
Author_Institution :
Dept. of Math., Illinois Univ., Chicago, IL, USA
Abstract :
The author reports some of his recent results on nonlinear filtering. A new class of finite-dimensional filters is constructed which includes both Kalman-Bucy filters and Benes filters as special cases
Keywords :
Kalman filters; filtering and prediction theory; Benes filters; Kalman-Bucy filters; finite dimensional filters; nonlinear filtering; Algebra; Differential equations; Filtering; Filters; Mathematics; Partial differential equations; Polynomials; Robustness; Signal processing; Stochastic processes;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203587
