Algebraic Structure and Finite Dimensional Nonlinear Estimation.
Abstract
The algebraic structure of certain classes of nonlinear systems is exploited in order to prove that the optimal estimators for these systems are recursive and finite-dimensional. These systems are represented by certain Volterra series expansions or by bilinear systems with nilpotent Lie algebras. In addition, an example is presented, and the steady-state estimator for this example is discussed.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1975
- Accession Number
- ADA020702
Entities
People
- Alan S. Willsky
- Steven I Marcus
Organizations
- Massachusetts Institute of Technology