NONLINEAR FILTERING PROBLEMS WITH FINITE DIMENSIONAL ESTIMATION ALGEBRAS.

Research output: Contribution to conferencePaperpeer-review

Abstract

For a class of filtering problems, necessary conditions that the estimation algebra be finite dimensional are presented. It is shown that when Zakai's equation may be solved by a method that works in the linear case, for scalar-signal problems satisfying the conditions.

Original languageEnglish (US)
StatePublished - 1980
Externally publishedYes
EventUnknown conference - San Francisco, CA, USA
Duration: Aug 13 1980Aug 15 1980

Other

OtherUnknown conference
CitySan Francisco, CA, USA
Period8/13/808/15/80

All Science Journal Classification (ASJC) codes

  • Engineering(all)

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