Complete classification of finite-dimensional estimation algebras of maximal rank

DOI10.1080/0020717031000098435zbMath1040.93065OpenAlexW2148213041MaRDI QIDQ4409327

Stephen Shing-Toung Yau

Publication date: 2003

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

Full work available at URL: https://doi.org/10.1080/0020717031000098435

zbMATH Keywords

classificationestimation algebrasfinite-dimensional nonlinear filtersWei-Norman approach

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 (8)

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 ⋮ Mitter conjecture for low dimensional estimation algebras in non-linear filtering† ⋮ New Classes of Finite Dimensional Filters with Nonmaximal Rank Estimation Algebra on State Dimension $n$ and Linear Rank $n-2$ ⋮ The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one ⋮ Structure theorem for five-dimensional estimation algebras ⋮ Mitter conjecture and structure theorem for six-dimensional estimation algebras

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