Accession Number:

ADA091032

Title:

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

Descriptive Note:

Interim rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN DEPT OF ELECTRICAL ENGINEERING

Personal Author(s):

Report Date:

1980-07-23

Pagination or Media Count:

23.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE