• DocumentCode
    3078073
  • 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
  • fYear
    1990
  • fDate
    5-7 Dec 1990
  • Firstpage
    234
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
  • Conference_Location
    Honolulu, HI
  • Type

    conf

  • DOI
    10.1109/CDC.1990.203588
  • Filename
    203588
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3078073