Nonlinear system immersion, observers and finite-dimensional filters
type: Item
instance of: scholarly article
title: Nonlinear system immersion, observers and finite-dimensional filters
zbMATH Open document ID: 0592.93030
DOI: 10.1016/0167-6911(86)90019-8
author: B. George
published in: Systems \& Control Letters
publication date: 1986-01-01T00:00:00Z
review text: The authors consider nonlinear stochastic systems with parameter excitation by Gaussian white noise and with nonlinear observations additively corrupted by Gaussian white noise as well as the deterministic counterparts of such systems. They give necessary and sufficient conditions for these systems to be ''immersible'' into appropriate linear observable systems. They prove that being immersible is sufficient for the deterministic systems considered to admit observers and for the stochastic systems considered to admit exact finite-dimensional filters. Compared with known results, the corresponding classes of systems are considerably extended by this.
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 93B07
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93B17
zbMATH DE Number: 3952602
zbMATH Keywords: system immersion
zbMATH Keywords: nonlinear stochastic systems
zbMATH Keywords: nonlinear observations
zbMATH Keywords: finite-dimensional filters
MaRDI profile type: Publication
full work available at URL: 0167-6911(86)90019-8
OpenAlex ID: W1975670275
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description: scientific article; zbMATH DE number 3952602