Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture

DOI10.1080/00207179.2018.1550268zbMath1498.93746OpenAlexW2902458590WikidataQ123348340 ScholiaQ123348340MaRDI QIDQ5130092

Ji Shi, Stephen Shing-Toung Yau

Publication date: 3 November 2020

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

Full work available at URL: https://doi.org/10.1080/00207179.2018.1550268

zbMATH Keywords

nonlinear modelsestimation theoryalgebraic methodsfinite dimensional filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Lie algebras of vector fields and related (super) algebras (17B66) Algebraic methods (93B25) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15)

Related Items (3)

Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm ⋮ Structure of finite dimensional exact estimation algebra on state dimension 3 and linear rank 2* ⋮ Hessian matrix non-decomposition theorem and its application to nonlinear filtering

Cites Work

• New classes of finite-dimensional nonlinear filters
• On a new class of finite dimensional estimation algebras
• New explicit filters and smoothers for diffusions with nonlinear drift and measurements
• Stochastic differential equations for the non linear filtering problem
• Des resultats de non existence de filtre de dimension finie
• Algebraic and Geometric Methods in Nonlinear Filtering
• 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
• On a multiplicative functional transformation arising in nonlinear filtering theory
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Finite Dimensional Estimation Algebras with State Dimension 3 and rank 2, I: Linear Structure of Wong Matrix
• Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture
• On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
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