New Classes of Finite Dimensional Filters with Nonmaximal Rank Estimation Algebra on State Dimension $n$ and Linear Rank $n-2$

DOI10.1137/20M1350467zbMath1485.93588OpenAlexW3101455219WikidataQ114615453 ScholiaQ114615453MaRDI QIDQ5136746

Xiaopei Jiao, Stephen Shing-Toung Yau

Publication date: 27 November 2020

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

Full work available at URL: https://doi.org/10.1137/20m1350467

zbMATH Keywords

estimation algebrafinite dimensional filtersnonmaximal rankWong's \(\Omega\)-matrix

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Algebraic methods (93B25)

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

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