Construction of new finite dimensional nonlinear filters
Stephen S.‐T. Yau, Amid Rasoulian · 2002
The authors present a new way to construct finite dimensional estimation algebra of nonmaximal rank. For a given finite dimensional estimation algebra E, one can construct a finite dimensional estimation algebra E' of nonmaximal rank which is isomorphic to E. The interesting fact is that even if E comes from a linear filtering system, there are arbitrary nonlinear filtering systems associated to E. Since every finite dimensional estimation algebra gives rise to a finite dimensional filter, we have constructed quite a large class of finite dimensional nonlinear filters.