Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem

DOI10.1016/0167-6911(83)90074-9zbMath0539.93077OpenAlexW2136186628MaRDI QIDQ794612

Steven I. Marcus, Michiel Hazewinkel, Héctor J. Sussmann

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/10760

zbMATH Keywords

nonlinear filteringconditional statisticscubic sensorfinite-dimensional recursive filtersWeyl-Lie algebra

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Vector fields, frame fields in differential topology (57R25) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Infinite-dimensional Lie (super)algebras (17B65)

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Cites Work

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• Asymptotic expansions and Lie algebras for some nonlinear filtering problems
• Approximate finite-dimensional filters for some nonlinear problems
• Existence and uniqueness of minimal realizations of nonlinear systems
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