Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems

DOI10.1137/S036301299833464XzbMath1041.93055OpenAlexW2092114072MaRDI QIDQ4507484

Shanjian Tang

Publication date: 18 October 2000

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

Full work available at URL: https://doi.org/10.1137/s036301299833464x

zbMATH Keywords

finite-dimensional filternonlinear driftarbitrary state-space dimensionestimation algebra of maximal rank

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Lie algebras and Lie superalgebras (17B99)

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