The Lie Algebraic Structure of a Class of Finite Dimensional Nonlinear Filters.

Abstract

We present an example of the application of Lie algebraic techniques to nonlinear estimation problems. The method relates the computation of the (unnormalized) conditional density and the computation of statistics with finite dimensional estimators. The general method is explained; for a particular example, the structures of the Lie algebras associated with the unnormalized conditional density equation and the finite dimensionally computable conditional moment equations are analyzed in detail. The relationship between these Lie algebras is studied, and the implications of these results are discussed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 23, 1980
Accession Number
ADA091032

Entities

People

  • Chang-huan Liu
  • Steven I Marcus

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computations
  • Data Science
  • Differential Equations
  • Electrical Engineering
  • Engineering
  • Equations
  • Equations Of State
  • Estimators
  • Filters
  • Filtration
  • Information Science
  • Kalman Filters
  • Linear Systems
  • New York
  • Nonlinear Systems
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Statistical inference.
  • Theoretical Analysis.