Theorems on the structure of finite dimensional estimation algebras (Q1096576)

The paper deals with some results on the structure of finite-dimensional estimation algebras relative to partially observable processes with constant noise coefficient. The results are of particular relevance also with respect to the classification problem of finite-dimensional estimation algebras. Under suitable assumptions it is first shown that if the estimation algebra is finite-dimensional then the observation equation in the model must be affine in the state variables. It is then shown that all elements of a finite-dimensional estimation algebra belong to a special class of polynomial differential operators and as a consequence that such estimation algebras are solvable.