Theorems on the structure of finite dimensional estimation algebras

DOI10.1016/0167-6911(87)90017-XzbMath0633.93063MaRDI QIDQ1096576

Wing Shing Wong

Publication date: 1987

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

finite-dimensional estimation algebraspartially observable processespolynomial differential operators

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Structure theory for Lie algebras and superalgebras (17B05) Solvable, nilpotent (super)algebras (17B30)

Related Items (7)

A note on estimation algebras on nonlinear filtering theory ⋮ Explicit solution of a Kolmogorov equation ⋮ Finite Dimensional Estimation Algebras with State Dimension 3 and rank 2, I: Linear Structure of Wong Matrix ⋮ Mitter conjecture for low dimensional estimation algebras in non-linear filtering† ⋮ Complete classification of finite-dimensional estimation algebras of maximal rank ⋮ Structure theorem for five-dimensional estimation algebras ⋮ Mitter conjecture and structure theorem for six-dimensional estimation algebras

Cites Work

• New classes of finite-dimensional nonlinear filters
• On a new class of finite dimensional estimation algebras
• Algebraic and Geometric Methods in Nonlinear Filtering

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