Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
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Publication:4874947
DOI10.1137/S0363012993251316zbMath0847.93062OpenAlexW1968152720MaRDI QIDQ4874947
Jie Chen, Chih-Wah Leung, Stephen Shing-Toung Yau
Publication date: 11 June 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012993251316
Filtering in stochastic control theory (93E11) Second-order elliptic equations (35J15) Solvable, nilpotent (super)algebras (17B30)
Related Items (12)
A note on estimation algebras on nonlinear filtering theory ⋮ Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\) ⋮ 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 ⋮ 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 ⋮ Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost ⋮ Unnamed Item ⋮ Mitter conjecture and structure theorem for six-dimensional estimation algebras
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