Finite dimensional filters with non-linear drift IX Construction of finite dimensional estimation algebras of non-maximal rank

DOI10.1016/S0167-6911(96)00085-0zbMath0901.93065MaRDI QIDQ1391854

Amid Rasoulian, Stephen Shing-Toung Yau

Publication date: 23 July 1998

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

zbMATH Keywords

nonlinear filtersLie algebraclassification problemfinite-dimensional estimation algebras of non-maximal rank

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

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

• On a new class of finite dimensional estimation algebras
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
• On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
• On a multiplicative functional transformation arising in nonlinear filtering theory
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• Finite-Dimensional Filters with Nonlinear Drift VIII: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space Dimension 4
• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
• On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
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