• DocumentCode
    486763
  • Title

    Exact Finite Dimensional Filters for Cryptodeterministic Systems

  • Author

    Daum, Frederick E.

  • Author_Institution
    Raytheon Company, Boston Post Road, Wayland, Mass. 01778
  • fYear
    1986
  • fDate
    18-20 June 1986
  • Firstpage
    1638
  • Lastpage
    1639
  • Abstract
    It is shown that the only cryptodeterministic estimation problems with exact finite dimensional filters are those in which the input-output model is a "subsystem" of a linear system. This generalizes a result of 0. Hijab [1], which covers the special case of time-invariant plant models. Moreover, the proof is much simpler than Hijab\´s, as it is an elementary calculation using Bayes rule and the generalized Fisher-Darmois-Koopman-Pitman theorem.
  • Keywords
    Algebra; Chaos; Covariance matrix; Cryptography; Differential equations; Estimation theory; Linear systems; Nonlinear filters; Parameter estimation; Random variables;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1986
  • Conference_Location
    Seattle, WA, USA
  • Type

    conf

  • Filename
    4789190