Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
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Publication:3358917
DOI10.1137/0329047zbMath0732.17010OpenAlexW2009360307MaRDI QIDQ3358917
Wing Shing Wong, Luen-Fai Tam, Rui-Tao Dong, Stephen Shing-Toung Yau
Publication date: 1991
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0329047
nonlinear filteringsolvable Lie algebraRiccati partial differential equationsfinite-dimensional estimation algebrafinite-dimensional optimal filters
Filtering in stochastic control theory (93E11) Second-order elliptic equations (35J15) Solvable, nilpotent (super)algebras (17B30)
Related Items (15)
A note on estimation algebras on nonlinear filtering theory ⋮ Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\) ⋮ Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering ⋮ Explicit solution of a Kolmogorov equation ⋮ Finite dimensional filters with non-linear drift IX Construction of finite dimensional estimation algebras of non-maximal rank ⋮ Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm ⋮ Structure of finite dimensional exact estimation algebra on state dimension 3 and linear rank 2* ⋮ Finite Dimensional Estimation Algebras with State Dimension 3 and rank 2, I: Linear Structure of Wong Matrix ⋮ Hessian matrix non-decomposition theorem and its application to nonlinear filtering ⋮ Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture ⋮ Mitter conjecture for low dimensional estimation algebras in non-linear filtering† ⋮ Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture ⋮ The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one ⋮ Complete classification of finite-dimensional estimation algebras of maximal rank ⋮ Structure theorem for five-dimensional estimation algebras
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