A new approximation method for nonlinear filtering using nilpotent harmonic analysis

Giovanni B. DiMasi, Thomas J. 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
PublisherPubl by IEEE
Pages2750-2751
Number of pages2
ISBN (Print)0780304500
StatePublished - Dec 1 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

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume3
ISSN (Print)0191-2216

Other

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

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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  • Cite this

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