Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture
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Publication:5707969
DOI10.1080/00207170500107596zbMath1121.93068OpenAlexW2093688995WikidataQ123255796 ScholiaQ123255796MaRDI QIDQ5707969
Guoqing Hu, Stephen Shing-Toung Yau
Publication date: 25 November 2005
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170500107596
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
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Direct method for Yau filtering system with nonlinear observations ⋮ 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* ⋮ 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 ⋮ Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture ⋮ 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
Cites Work
- Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
- Algebraic and Geometric Methods in Nonlinear Filtering
- Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
- On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
- Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
- Filtering formulae for partially observed linear systems with non-gaussian initial conditions
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