OPTIMAL FILTERS FOR BILINEAR-SYSTEMS WITH NILPOTENT LIE-ALGEBRAS

被引：9

作者：

CHIKTE, SD ^{[1
]}

TINGHOLO, J ^{[1
]}

机构：

[1] UNIV MARYLAND,DEPT MATH,CATONSVILLE,MD 21228

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1979年 / 24卷 / 06期

关键词：

D O I：

10.1109/TAC.1979.1102190

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider a bilinear signal process driven by a Gauss-Markov process which is observed in additive, white, Gaussian noise. An exact stochastic differential equation for the least squares filter is derived when the Lie algebra associated with the signal process is nilpotent. It is shown that the filter is also bilinear and moreover that it satisfies an analogous nilpotency condition. Finally, some special cases and an example are discussedindicating ways of reducing the filter dimensionality. Copyright © 1979 by The Institute of Electricala and Electronics Engineers Inc.

引用

页码：948 / 953

页数：6

共 14 条

[1]

BALAKRISHNAN AV, 1964, J MATH ANAL APPL, V8, P4

[2]

CHIKTE SD, 1978, 16TH P ALL C COMM CO

[3] STRUCTURAL FEATURES OF FACTORABLE VOLTERRA SYSTEMS [J].