Some Finite Dimensional Filters derived from the Structure Theorem for Five-dimensional Estimation Algebras

碩士 === 輔仁大學 === 數學系研究所 === 96 === The idea of using estimation algebras to construct finite dimensional nonlinear filters was first proposed by Brockett and Mitter independently. It turns out that the concept of estimation algebra palys a crucial role in the investigation of finite dimensional nonli...

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Bibliographic Details
Main Authors: Shaopu Lin, 林邵璞
Other Authors: Wen-Lin Chiou
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/82640184028107151570
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Summary:碩士 === 輔仁大學 === 數學系研究所 === 96 === The idea of using estimation algebras to construct finite dimensional nonlinear filters was first proposed by Brockett and Mitter independently. It turns out that the concept of estimation algebra palys a crucial role in the investigation of finite dimensional nonlinear filters. In this thesis we apply the structure theorem for five-dimensional estimation algebras for a class of filtering systems to construct a special class of five-dimensional estimation algebras and hence a new class of finite dimensional filters.