Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering
type: Item
instance of: scholarly article
title: Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering
zbMATH Open document ID: 0889.93053
DOI: 10.1007/BF01211505
author: M. Cohen de Lara
published in: MCSS. Mathematics of Control, Signals, and Systems
publication date: 1998-01-26T00:00:00Z
review text: The finite dimensional filters for partially observed stochastic processes are studied by considering an associated finite-dimensional estimation algebra. The finite-dimensional Lie algebra of maximal rank is characterized in terms of the drift structure and the output functions. The results are proved using Riemannian geometry tools.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93B29
zbMATH DE Number: 1109561
zbMATH Keywords: finite dimensional filters
zbMATH Keywords: finite-dimensional estimation algebra
reviewed by: Constantin Vârsan
MaRDI profile type: Publication
cites work: Q4742659
cites work: Q3960561
cites work: Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
cites work: Q3139451
cites work: On a double Riemann–Hilbert approach to stimulated Raman scattering
cites work: Geometric and symmetry properties of a nondegenerate diffusion process
cites work: Finite-Dimensional Filters. Part I: The Wei--Norman Technique
cites work: Finite-Dimensional Filters. Part II: Invariance Group Techniques
cites work: Q3953669
cites work: Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
cites work: Finite Dimensional Filters for a Class of Nonlinear Systems and Immersion in a Linear System
cites work: On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
cites work: Q5657423
cites work: New classes of finite-dimensional nonlinear filters
cites work: Q4296272
cites work: On the optimal filtering of diffusion processes
description: scientific article; zbMATH DE number 1109561