메뉴 건너뛰기




Volumn 9, Issue 4, 1996, Pages 370-385

Finite-dimensional filters with nonlinear drift, VI: Linear structure of Ω

Author keywords

Estimation algebra of maximal rank; Finite dimensional filters; Nonlinear drift

Indexed keywords

MATRIX ALGEBRA; STATE SPACE METHODS;

EID: 0030354533     PISSN: 09324194     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01211857     Document Type: Article
Times cited : (35)

References (10)
  • 1
    • 0002596272 scopus 로고
    • Nonlinear systems and nonlinear estimation theory
    • M. Hazewinkel and J. C. Willems, eds., Reidel, Dordrecht
    • R. W. Brokett, Nonlinear systems and nonlinear estimation theory, in The Mathematics of Filtering and Identification and Applications, M. Hazewinkel and J. C. Willems, eds., Reidel, Dordrecht, 1981.
    • (1981) The Mathematics of Filtering and Identification and Applications
    • Brokett, R.W.1
  • 2
    • 0002237314 scopus 로고
    • The geometry of the conditional density functions
    • O. L. R. Jacobs et al., eds., Academic Press, New York
    • R. W. Brockett and J. M. C. Clark, The geometry of the conditional density functions, in Analysis and Optimization of Stochastic Systems, O. L. R. Jacobs et al., eds., Academic Press, New York, 1980, pp. 299-309.
    • (1980) Analysis and Optimization of Stochastic Systems , pp. 299-309
    • Brockett, R.W.1    Clark, J.M.C.2
  • 3
    • 0021463341 scopus 로고
    • Des resultants de non-existence de filter de dimension finie
    • M. Chaleyat-Maurel and D. Michel, Des resultants de non-existence de filter de dimension finie, Stochastics 13 (1984), 83-102.
    • (1984) Stochastics , vol.13 , pp. 83-102
    • Chaleyat-Maurel, M.1    Michel, D.2
  • 4
    • 0001272602 scopus 로고
    • On the analogy between mathematical problems of non-linear filtering and quantum physics
    • S. K. Mitter, On the analogy between mathematical problems of non-linear filtering and quantum physics, Ricerche Automat. 10 (1979), 163-216.
    • (1979) Ricerche Automat. , vol.10 , pp. 163-216
    • Mitter, S.K.1
  • 5
    • 0002419394 scopus 로고
    • Finite dimensional estimation algebras in nonlinear filtering
    • M. Hazewinkel and J. C. Willems, eds., Reidel, Dordrecht
    • D. Ocone, Finite dimensional estimation algebras in nonlinear filtering, in The Mathematics of Filtering and Identification and Applications, M. Hazewinkel and J. C. Willems, eds., Reidel, Dordrecht, 1981, pp. 629-636.
    • (1981) The Mathematics of Filtering and Identification and Applications , pp. 629-636
    • Ocone, D.1
  • 6
    • 3943048886 scopus 로고
    • Stochastic partial differential equations arising in nonlinear filtering problem
    • B. L. Rozovsky, Stochastic partial differential equations arising in nonlinear filtering problem (in Russian), Uspekhi Mat. Nauk. 27 (1972), 213-214.
    • (1972) Uspekhi Mat. Nauk. , vol.27 , pp. 213-214
    • Rozovsky, B.L.1
  • 7
    • 0025256772 scopus 로고
    • On a necessary and sufficient condition for finite dimensionality of estimation algebras
    • L. F. Tam, W. S. Wong, and S. S.-T. Yau, On a necessary and sufficient condition for finite dimensionality of estimation algebras, SIAM J. Control Optim. 28 (1990), 173-185.
    • (1990) SIAM J. Control Optim. , vol.28 , pp. 173-185
    • Tam, L.F.1    Wong, W.S.2    Yau, S.S.-T.3
  • 8
    • 0023362405 scopus 로고
    • On a new class of finite dimensional estimation algebras
    • W. S. Wong, On a new class of finite dimensional estimation algebras, Systems Control Lett. 9 (1987), 79-83.
    • (1987) Systems Control Lett. , vol.9 , pp. 79-83
    • Wong, W.S.1
  • 9
    • 0000943914 scopus 로고
    • Finite-dimensional filters with nonlinear drift, I: A class of filters including both Kalman-Bucy filters and Benes filters
    • S. S.-T. Yau, Finite-dimensional filters with nonlinear drift, I: A class of filters including both Kalman-Bucy filters and Benes filters, J. Math. Systems Estim. Control 4(2) (1994), 181-203.
    • (1994) J. Math. Systems Estim. Control , vol.4 , Issue.2 , pp. 181-203
    • Yau, S.S.-T.1
  • 10
    • 3943057072 scopus 로고
    • Recent result on classification of finite dimensional maximal rank estimation algebras with state space dimension 3
    • Tucson, Arizona, Dec.
    • S. S.-T. Yau and C. W. Leung, Recent result on classification of finite dimensional maximal rank estimation algebras with state space dimension 3, Proceedings of the 31st Conference on Decision and Control, Tucson, Arizona, Dec. 1992, pp. 2247-2250.
    • (1992) Proceedings of the 31st Conference on Decision and Control , pp. 2247-2250
    • Yau, S.S.-T.1    Leung, C.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.