Explicit construction of finite-dimensional nonlinear filters with state space dimension 4

Chi Wah Leung, Stephen S.T. Yau, Jie Chen

Research output: Contribution to journalConference articlepeer-review

Abstract

In this note, we use the Wei-Norman approach to explicitly construct finite-dimensional nonlinear filters with state space dimension four. It is shown that from the Lie algebraic point of view, generically all finite-dimensional recursive filters are of this form.

Original languageEnglish
Pages (from-to)4462-4466
Number of pages5
JournalProceedings of the IEEE Conference on Decision and Control
Volume5
Publication statusPublished - 1997
EventProceedings of the 1997 36th IEEE Conference on Decision and Control. Part 1 (of 5) - San Diego, CA, USA
Duration: 10 Dec 199712 Dec 1997

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