Some remarks on estimation algebras
type: Item
instance of: scholarly article
title: Some remarks on estimation algebras
zbMATH Open document ID: 0599.93059
DOI: 10.1016/0167-6911(86)90118-0
author: P. C. Collingwood
published in: Systems \& Control Letters
publication date: 1986-01-01T00:00:00Z
review text: It is known in nonlinear filtering theory that the existence of a finite dimensional filter requires very restrictive conditions on the so-called ''estimation algebra'', which is an algebra of operators generated by those operators which appear in Zakai's equation. The present paper gives necessary conditions for the estimation algebra to be finite dimensional, and then considers the particular case where the unknown process is a controlled process with random initial condition but without driving noise.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 17B99
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 3968481
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: finite dimensional filter
zbMATH Keywords: estimation algebra
reviewed by: Etienne Pardoux
MaRDI profile type: Publication
full work available at URL: 0167-6911(86)90118-0
OpenAlex ID: W2091836576
cites work: Q3908875
cites work: The Observation Space and Realizations of Finite Volterra Series
cites work: Q3907715
cites work: Primitive ideals in enveloping algebras
cites work: Realizations of nonlinear systems and abstract transitive Lie algebras
cites work: Q3937253
cites work: Q3036423
cites work: Current algebras and the identification problem
cites work: Algebraic and Geometric Methods in Nonlinear Filtering
cites work: On Banach-Lie groups acting on finite dimensional manifolds
cites work: About interactions between Banach-Lie groups and finite dimensional manifolds
cites work: Q5601274
cites work: On the gap between deterministic and stochastic ordinary differential equations
description: scientific article; zbMATH DE number 3968481