首页   按字顺浏览 期刊浏览 卷期浏览 Exact finite dimensional filters for a class of nonlinear discrete-time systems†
Exact finite dimensional filters for a class of nonlinear discrete-time systems†

 

作者: J. Levine,   G. Pignie,  

 

期刊: Stochastics  （Taylor Available online 1986）
卷期: Volume 18, issue 2  

页码: 97-132

 

ISSN:0090-9491

 

年代: 1986

 

DOI:10.1080/17442508608833404

 

出版商: Gordon and Breach, Science Publishers, Inc

 

关键词: Discrete-time nonlinear systems;finite dimensional filters;minimal realization;system's immersion;sufficient statistics;exponential families

 

数据来源: Taylor

 

摘要:

We obtain a necessary and sufficient condition for the existence of finite dimensional filters for the class of nonlinear discrete-time systems without dynamical noise. This condition is used to obtain an explicit formula of the minimal filter, as well as various system theoretic properties of the system and of its filter. These results are applied to a tracking problem for a moving target.

 

点击下载:  PDF (904KB)



返 回