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New exact nonlinear filters with large Lie algebras - MaRDI portal

New exact nonlinear filters with large Lie algebras (Q1057233)

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scientific article; zbMATH DE number 3896809
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New exact nonlinear filters with large Lie algebras
scientific article; zbMATH DE number 3896809

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    New exact nonlinear filters with large Lie algebras (English)
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    1985
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    This short paper describes some more nonlinear filtering problems whose estimation algebras are finite dimensional. It provides a method to construct new examples from old examples by acting on the noise free observations by a linear system and then adding noise.
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    nonlinear filtering
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    estimation algebras
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