ON SOME FINITE DIMENSIONAL NONLINEAR FILTERS FOR CERTAIN DIFFUSIONS OBSERVED IN CORRELATED NOISE

被引：2

作者：

ZEITOUNI, O ^{[1
]}

机构：

[1] TECHNION ISRAEL INST TECHNOL,DEPT ELECT ENGN,IL-32000 HAIFA,ISRAEL

来源：

SYSTEMS & CONTROL LETTERS | 1986年 / 7卷 / 01期

关键词：

ELECTRIC FILTERS;

D O I：

10.1016/0167-6911(86)90104-0

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An extension of the one dimensional Benes nonlinear filter to the case of correlated process and observation noises is presented. Conditions are derived so that the optimal nonlinear filter is finite dimensional.

引用

页码：61 / 63

页数：3

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