Optimal filter realization for a class of nonlinear systems with finite-dimensional estimation algebra

✍ Scribed by Zvi S. Roth; Kenneth A. Loparo

• Publisher: Elsevier Science
• Year: 1984
• Tongue: English
• Weight: 264 KB
• Volume: 4
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(84)80047-x

✦ Synopsis

A close relationship between the dimension of the estimation algebra and the existence of a finite-dimensional filter of a particular type has been established by several researchers. However, a genera1 procedure for constructing the filter realization has not been developed.

In this paper a realization is presented for a special class of nonlinear systems with finite-dimensional estimation algebra. The filter consists of two dynamic processes, one which is data independent and one which is data dependent.