DocumentCode
2832262
Title
Classification of all finite-dimensional nonlinear filters from Lie algebraic point of view: State dimension 2
Author
Yau, Stephen S -T ; Wu, Xi ; Jia, Lixing ; Rasoulian, Amid
Author_Institution
Univ. of Illinois at Chicago, Chicago
fYear
2007
fDate
12-14 Dec. 2007
Firstpage
813
Lastpage
817
Abstract
In this paper, we give a complete classification of all finite dimensional estimation algebras with state space dimension 2. It is shown that a finite-dimensional estimation algebra with state dimension 2 can only have dimension less than or equal to 6. We then use the Wei-Norman approach to construct all finite-dimensional nonlinear filters with state space dimension 2 from the Lie algebraic point of view.
Keywords
Lie algebras; filtering theory; nonlinear filters; state-space methods; Lie algebra; Wei-Norman approach; finite dimensional estimation algebra; finite-dimensional nonlinear filter classification; state space dimension; Algebra; Differential algebraic equations; Filtering theory; Mathematics; Nonlinear filters; Partial differential equations; State estimation; State-space methods; Statistics; USA Councils;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2007 46th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
978-1-4244-1497-0
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2007.4435046
Filename
4435046
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