Title :
A necessary condition for the existence of finite dimensional filters for discrete-time nonlinear systems
Author :
Busvelle, Eric ; Rakotopara, Daniel ; De Brucq, Denis
Author_Institution :
LAMS, Rouen Univ., Mont Saint Aignan, France
Abstract :
It is shown that a finite dimensional filter (FDF) exists for any conditionally Gaussian linear system in discrete-time, even if the initial condition is not Gaussian. This result is used to give a necessary condition for the existence of an FDF for a large class of nonlinear systems
Keywords :
discrete time systems; filtering and prediction theory; filters; nonlinear systems; discrete-time nonlinear systems; finite dimensional filters; necessary condition; Covariance matrix; Filtering; Filtration; Linear systems; Nonlinear filters; Nonlinear systems; Roentgenium; Sufficient conditions; White noise; Yttrium;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203588
