Mitter conjecture for low dimensional estimation algebras in non-linear filtering†

DOI10.1080/00207170801892607zbMath1148.93035OpenAlexW2023359699WikidataQ123308317 ScholiaQ123308317MaRDI QIDQ3536501

Wen-Lin Chiou, Woei-Ren Chiueh, Stephen Shing-Toung Yau

Publication date: 21 November 2008

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170801892607

zbMATH Keywords

Duncan-Mortensen-Zakai equationfinite-dimensional filterfinite-dimension estimation algebraMitter conjecture

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

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
• Theorems on the structure of finite dimensional estimation algebras
• A note on estimation algebras on nonlinear filtering theory
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• Finite dimensional filters with non-linear drift IX Construction of finite dimensional estimation algebras of non-maximal rank
• Structure theorem for five-dimensional estimation algebras
• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
• Classification of Estimation Algebras with State Dimension 2
• On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• Finite-Dimensional Filters with Nonlinear Drift VII: Mitter Conjecture and Structure of $\eta$
• Finite-Dimensional Filters with Nonlinear Drift VIII: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space Dimension 4
• Complete classification of finite-dimensional estimation algebras of maximal rank
• Classification of four-dimensional estimation algebras
• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
• On the optimal filtering of diffusion processes
• Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture

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