On lie algebras and finite dimensional filtering

DOI10.1080/17442508208833212zbMath0509.93058OpenAlexW1978975728WikidataQ56595166 ScholiaQ56595166MaRDI QIDQ4749706

Steven I. Marcus, Michiel Hazewinkel

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/272265/files/erasmus141.pdf

zbMATH Keywords

filtered Lie algebrafinite-dimensional recursive filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Structure theory for Lie algebras and superalgebras (17B05) Stochastic systems in control theory (general) (93E03) Representations of Lie algebras and Lie superalgebras, analytic theory (17B15)

Related Items (17)

Nilpotent ordinary differential operators with polynomial coefficients ⋮ Exact Finite-Dimensional Filter for Exponential Functionals of the State of Beneš Systems ⋮ Optimal estimation of nonlinear state nonlinear observation systems ⋮ Probability densities for conditional statistics in the cubic sensor problem ⋮ Using maximum cross section method for filtering jump-diffusion random processes ⋮ The geometry of differential constraints for a class of evolution PDEs ⋮ On deformations, approximations and nonlinear filtering ⋮ On the small time behavior of the nonlinear estimation problem for finite bandwidth signals ⋮ Kalman filter and quantization ⋮ Des resultats de non existence de filtre de dimension finie ⋮ Kalman filter and quantization ⋮ The weyl algebra and finite dimensional filtering ⋮ Finite-dimensional filter for a class of nonlinear systems with correlated noises ⋮ Nonlinear filters approximations by cumulant function expansion: The polynomial case ⋮ Finite optimal filters for a class of nonlinear diffusions with jumping parameters ⋮ Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem ⋮ New exact nonlinear filters with large Lie algebras

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• Commuting Polynomials in Quantum Canonical Operators and Realizations of Lie Algebras
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