Structure theorem for five-dimensional estimation algebras

DOI10.1016/j.sysconle.2005.08.003zbMath1129.93536OpenAlexW2157593928MaRDI QIDQ2504658

Wen-Lin Chiou, Woei-Ren Chiueh, Stephen Shing-Toung Yau

Publication date: 25 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2005.08.003

zbMATH Keywords

nonlinear filterestimation algebrasKalman-bucy filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items

Finite Dimensional Estimation Algebras with State Dimension 3 and rank 2, I: Linear Structure of Wong Matrix ⋮ Mitter conjecture for low dimensional estimation algebras in non-linear filtering† ⋮ Mitter conjecture and structure theorem for six-dimensional estimation algebras

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