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 language||English (US)|
|State||Published - 1980|
|Event||Unknown conference - San Francisco, CA, USA|
Duration: Aug 13 1980 → Aug 15 1980
|City||San Francisco, CA, USA|
|Period||8/13/80 → 8/15/80|
All Science Journal Classification (ASJC) codes