- 控制理论和非线性滤波讨论班

Classification and Construction Results of Finite-Dimensional Estimation Algebras

组织者

丘成栋

演讲者

冯敏立

时间

2023年09月12日 16:30 至 17:00

地点

数学系理科楼A-203

摘要

The filtering problem is referred for estimating the state of a stochastic dynamical system under noisy observations. In the 1970s, Brockett and Clark, Brockett, and Mitter independently constructed finite-dimensional filters by using the estimation algebra method. The advantage of the estimation algebra approach is that if the estimation algebra is finite-dimensional, finite-dimensional recursive filters can always be constructed. Therefore, the estimation algebra approach is quite meaningful in nonlinear filtering theory. In this presentation, we will give a brief introduction to the history and basic concepts of the estimation algebra, as well as its classification and construction results.