A new approximation method for nonlinear filtering using nilpotent harmonic analysis

Giovanni B. DiMasi, Thomas Taylor

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The authors use techniques of nilpotent harmonic analysis to introduce a new type of lifting of the discrete time unnormalized conditional density equation. The main result is that under certain broad conditions the information contained in a conditional statistic is also contained in an associated statistic of a certain nonhomogeneous Markov process, with observations as driving noise.

Original languageEnglish (US)
Title of host publicationProceedings of the IEEE Conference on Decision and Control
Place of PublicationPiscataway, NJ, United States
PublisherPubl by IEEE
Pages2750-2751
Number of pages2
Volume3
ISBN (Print)0780304500
StatePublished - 1991
Externally publishedYes
EventProceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3) - Brighton, Engl
Duration: Dec 11 1991Dec 13 1991

Other

OtherProceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3)
CityBrighton, Engl
Period12/11/9112/13/91

Fingerprint

Nonlinear filtering
Harmonic analysis
Statistics
Markov processes

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Control and Systems Engineering
  • Safety, Risk, Reliability and Quality

Cite this

DiMasi, G. B., & Taylor, T. (1991). A new approximation method for nonlinear filtering using nilpotent harmonic analysis. In Proceedings of the IEEE Conference on Decision and Control (Vol. 3, pp. 2750-2751). Piscataway, NJ, United States: Publ by IEEE.

A new approximation method for nonlinear filtering using nilpotent harmonic analysis. / DiMasi, Giovanni B.; Taylor, Thomas.

Proceedings of the IEEE Conference on Decision and Control. Vol. 3 Piscataway, NJ, United States : Publ by IEEE, 1991. p. 2750-2751.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

DiMasi, GB & Taylor, T 1991, A new approximation method for nonlinear filtering using nilpotent harmonic analysis. in Proceedings of the IEEE Conference on Decision and Control. vol. 3, Publ by IEEE, Piscataway, NJ, United States, pp. 2750-2751, Proceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3), Brighton, Engl, 12/11/91.
DiMasi GB, Taylor T. A new approximation method for nonlinear filtering using nilpotent harmonic analysis. In Proceedings of the IEEE Conference on Decision and Control. Vol. 3. Piscataway, NJ, United States: Publ by IEEE. 1991. p. 2750-2751
DiMasi, Giovanni B. ; Taylor, Thomas. / A new approximation method for nonlinear filtering using nilpotent harmonic analysis. Proceedings of the IEEE Conference on Decision and Control. Vol. 3 Piscataway, NJ, United States : Publ by IEEE, 1991. pp. 2750-2751
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