Finite-Dimensional Filters with Nonlinear Drift VIII: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space Dimension 4

DOI10.1137/S0363012994273325zbMath0910.93080MaRDI QIDQ4377384

Jie Chen, Chi-Wah Leung, Stephen Shing-Toung Yau

Publication date: 9 February 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

finite-dimensional filtersestimation algebras

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Second-order elliptic equations (35J15) Solvable, nilpotent (super)algebras (17B30)

Related Items (8)

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 ⋮ Hessian matrix non-decomposition theorem and its application to nonlinear filtering ⋮ 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 ⋮ Finite dimensional filters with nonlinear drift. XI: Explicit solution of the generalized Kolmogorov equation in Brockett-Mitter program ⋮ Mitter conjecture and structure theorem for six-dimensional estimation algebras

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