The Use of Harmonic Analysis in Suboptimal Estimator Design.

摘要

The state extimation problem for bilinear stochastic systems evolving on compact Lie groups and homogeneous spaces is considered. The problem is motivated by some applications involving rotational processes in three dimensions. Then the theory of harmonic analysis on compact Lie groups is used to define assumed density approximations which result in implementable suboptimal estimators for the state of the bilinear system.