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
Link To Document