Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems
type: Item
instance of: scholarly article
title: Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems
zbMATH Open document ID: 0568.93061
DOI: 10.1016/0167-6911(85)90065-9
author: G. Pignie
author: Jean Lévine
published in: Systems \& Control Letters
publication date: 1985-01-01T00:00:00Z
review text: For the restricted class of stochastic discrete-time nonlinear systems of which the dynamics are purely deterministic necessary and sufficient conditions for the existence of a finite dimensional filter are given. These conditions require the finite-dimensionality of an associated function space and they yield an explicit characterization of the filter for the system. The authors also discuss shortly the notion of immersion of a stochastic discrete-time system into other discrete-time systems, in particular linear discrete-time systems.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93B15
Mathematics Subject Classification ID: 93B20
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 3908300
zbMATH Keywords: stochastic discrete-time nonlinear systems
zbMATH Keywords: finite dimensional filter
reviewed by: H. Nijmeijer
MaRDI profile type: Publication
full work available at URL: 0167-6911(85)90065-9
OpenAlex ID: W2054204927
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description: scientific article; zbMATH DE number 3908300