Real time algorithm for nonlinear filtering problem

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 2001, Pages 2137-2142

  Yau, Stephen S T ^a   Yau, Shing Tung ^a  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; PROBLEM SOLVING; REAL TIME SYSTEMS;

OFF-LINE COMPUTATIONS;

NONLINEAR FILTERING;

EID: 0035709191     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (11)

1. On uniquity of Yau filters
2. Finite-dimensional filters with nonlinear drift II: Brockett's problem on classification of finite-dimensional estimation algebras
3. Finite-dimensional filters with nonlinear drift VI: Linear structure of Ω
4. Finite-dimensional filters with nonlinear drift VII: Mitter conjecture and structure of η
5. Finite-dimensional filters with nonlinear drift IV: Classification of finite-dimensional estimation algebras of maximal rank with state space dimension 3
6. Finite-dimensional filters with nonlinear drift VII: Classification of finite-dimensional estimation algebras of maximal rank with state-space dimension 4
7. On a necessary and sufficient condition for finite dimensionality of estimation algebras
8. Finite dimensional filters with nonlinear drift III: Duncan-Mortensen-Zakai equation with arbitrary initial condition for Kalman-Bucy filtering system and Benes filtering system
9. Existence and uniqueness and decay estimates for the time dependent parabolic equation with application to Duncan-Mortensen-Zakai equation
10. Real time solution of nonlinear filtering problem without meaning I