New Classes of Finite Dimensional Filters With Non-Maximal Rank
暂无分享,去创建一个
[1] F. LeGland,et al. A finite dimensional filter with exponential conditional density , 1997, Proceedings of the 36th IEEE Conference on Decision and Control.
[2] S. Marcus,et al. Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem , 1983 .
[3] Mitter. On the analogy between mathematical problems of non-linear filtering and quantum physics. Interim report , 1980 .
[4] Mark H. A. Davis. On a multiplicative functional transformation arising in nonlinear filtering theory , 1980 .
[5] Wing Shing Wong,et al. Structure and classification theorems of finite-dimensional exact estimation algebras , 1991 .
[6] Wing Shing Wong. Theorems on the structure of finite dimensional estimation algebras , 1987 .
[7] Yang Jiao,et al. Mitter conjecture and structure theorem for six-dimensional estimation algebras , 2013, Int. J. Control.
[8] Xue Luo,et al. Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems , 2013, IEEE Transactions on Automatic Control.
[9] Wing Shing Wong. On a new class of finite dimensional estimation algebras , 1987 .
[10] Nonlinear filtering problems with finite dimensional matrix estimation algebras , 1985 .
[11] Wing Shing Wong,et al. On a necessary and sufficient condition for finite dimensionality of estimation , 1990 .
[12] Stephen S.-T. Yau,et al. Structure theorem for five-dimensional estimation algebras , 2006, Syst. Control. Lett..
[13] Amid Rasoulian,et al. Finite dimensional filters with non-linear drift IX: construction of finite dimensional estimation algebras of non-maximal rank , 1997 .
[14] Marco Ferrante,et al. Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises , 1998 .
[15] H. Kunita,et al. Stochastic differential equations for the non linear filtering problem , 1972 .
[16] Michel Cohen De Lara. Characterization of a subclass of finite-dimensional estimation algebras with maximal rank application to filtering , 1997, Math. Control. Signals Syst..
[17] D. Michel,et al. Des resultats de non existence de filtre de dimension finie , 1984 .
[18] R. E. Kalman,et al. New Results in Linear Filtering and Prediction Theory , 1961 .
[19] Xi Wu,et al. Classification of Estimation Algebras with State Dimension 2 , 2006, SIAM J. Control. Optim..
[20] Sanjoy K. Mitter,et al. EXISTENCE AND NON-EXISTENCE OF FINITE DIMENSIONAL FILTERS 1 , 2022 .
[21] Roger W. Brockett,et al. Nonlinear Systems and Nonlinear Estimation Theory , 1981 .
[22] S. Marcus. Algebraic and Geometric Methods in Nonlinear Filtering , 1984 .
[23] Nonlinear filtering problems with finite dimensional matrix estimation algebras , 1986, 1985 24th IEEE Conference on Decision and Control.
[24] E. W. Bbookbtt,et al. Nonlinear Control Theory and Differential Geometry , 2010 .
[25] S. S.-T. Yau *,et al. Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture , 2005 .
[26] V. Benes. Exact finite-dimensional filters for certain diffusions with nonlinear drift , 1981 .
[27] A. Bensoussan. Stochastic Control of Partially Observable Systems , 1992 .
[28] W. Wong. New classes of finite-dimensional nonlinear filters , 1983 .
[29] E. Norman,et al. ON GLOBAL REPRESENTATIONS OF THE SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS AS A PRODUCT OF EXPONENTIALS , 1964 .
[30] Stephen S.-T. Yau,et al. Direct method for Yau filtering system with nonlinear observations , 2018, Int. J. Control.
[31] Fabio Spizzichino,et al. Sufficient conditions for finite dimensionality of filters in discrete time: a Laplace transform-based approach , 2001 .
[32] Robert J. Elliott,et al. New explicit filters and smoothers for diffusions with nonlinear drift and measurements , 1998 .
[33] F. Daum. Exact finite dimensional nonlinear filters , 1985, 1985 24th IEEE Conference on Decision and Control.
[34] Stephen S.-T. Yau,et al. Real time solution of nonlinear filtering problem without memory I , 2000 .
[35] Xue Luo,et al. Complete Real Time Solution of the General Nonlinear Filtering Problem Without Memory , 2012, IEEE Transactions on Automatic Control.
[36] T. Başar,et al. A New Approach to Linear Filtering and Prediction Problems , 2001 .