NDLI: Explicit construction of finite dimensional nonlinear filters with state space dimension 2

Content Provider	IEEE Xplore Digital Library
Author	Yau, S.S.-T. Wen Lin Chiou
Copyright Year	1993
Description	Author affiliation: Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA (Yau, S.S.-T.)
Abstract	Ever since the technique of the Kalman-Bucy filter was popularized, there has been an intense interest in finding new classes of finite dimensional recursive filters. The idea of using estimation algebras to construct finite dimensional nonlinear filters was first proposed in Brockett and Clark (1980), Brockett, and Mitter (1979). Tam, Wong and Yau (1990), and Yau have demonstrated that the concept of estimation algebra is an invaluable tool in the study of nonlinear filtering problems. In Chiou and Yau, the concept of an estimation algebra with maximal rank was introduced. Let n be the dimension of the state space. For n=1, it turns out that all nontrivial finite dimensional estimation algebras are with maximal rank. They were classified by the works of Tam-Wong-Yau (1990). For n=2, the authors have classified all finite dimensional estimation algebras with maximal rank. In this paper the authors construct explicitly finite dimensional filters with state space dimension 2 via the Wei-Norman (1964) approach by using the result of Chiou and Yau. From the Lie algebraic point of view, these are the most general finite dimensional filters.<>
Starting Page	710
Ending Page	713
File Size	290406
Page Count	4
File Format	PDF
ISBN	0780312988
DOI	10.1109/CDC.1993.325057
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1993-12-15
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Nonlinear filters State-space methods Algebra Filtering Partial differential equations Robustness Laboratories Telephony Mathematics Educational institutions
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Explicit construction of finite-dimensional nonlinear filters with state space dimension 3

Explicit construction of finite-dimensional nonlinear filters with state space dimension 4

Classification of all finite-dimensional nonlinear filters from Lie algebraic point of view: State dimension 2

Construction of new finite dimensional nonlinear filters

Solution to Brockett's problem on finite-dimensional estimation algebras of maximal rank in nonlinear filtering

Recent results on nonlinear filtering: new class of finite dimensional filters

Finite-dimensional filters with nonlinear drift. XV. New direct method for construction of universal finite-dimensional filter

Estimation algebras with state dimension 2

The classification of low dimensional estimation algebras

Explicit construction of finite dimensional nonlinear filters with state space dimension 2

Similar Documents

Explicit construction of finite-dimensional nonlinear filters with state space dimension 3

Explicit construction of finite-dimensional nonlinear filters with state space dimension 4

Classification of all finite-dimensional nonlinear filters from Lie algebraic point of view: State dimension 2

Construction of new finite dimensional nonlinear filters

Solution to Brockett's problem on finite-dimensional estimation algebras of maximal rank in nonlinear filtering

Recent results on nonlinear filtering: new class of finite dimensional filters

Finite-dimensional filters with nonlinear drift. XV. New direct method for construction of universal finite-dimensional filter

Estimation algebras with state dimension 2

The classification of low dimensional estimation algebras

Explicit construction of finite dimensional nonlinear filters with state space dimension 2