Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems |
| |
| Authors: | J Levine G Pignie |
| |
| Affiliation: | Centre d''Automatique et d''Injorniatique de l''Ecole Nationale Superieure des Mines de Paris, 35, rue St-Honore, 77305 Fontainebleau, France |
| |
| Abstract: | We obtain necessary and sufficient conditions for the existence of a finite-dimensional filter for the discrete-time nonlinear system (ε xk+1 =φ(xk), yk = h(xk)+η(xk)νk, K=0, 1,…. This system is distinguished by the absence of noise in the dynamic and by the correlation between the state and the intensity of noise in the observations.The necessary and sufficient condition provides an explicit formula for the minimal filter and various system-theoretic properties of (ε) and of the minimal filter. |
| |
| Keywords: | Finite-dimensional filtering Systems realization discrete-time nonlinear systems |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
