• DocumentCode
    3078059
  • 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
  • fYear
    1990
  • fDate
    5-7 Dec 1990
  • Firstpage
    231
  • 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;
  • 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.1990.203587
  • Filename
    203587