Some finite dimensional filters derived from the structure theorem for five-dimensional estimation algebras

DOI10.4310/AJM.2015.v19.n5.a1zbMath1332.60058MaRDI QIDQ906635

Shaopu Lin, Wen-Lin Chiou, Stephen Shing-Toung Yau

Publication date: 22 January 2016

Published in: The Asian Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Duncan-Mortensen-Zakai equationestimation algebrasfinite dimensional filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Second-order elliptic equations (35J15) Solvable, nilpotent (super)algebras (17B30) Equations in function spaces; evolution equations (58D25)

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