Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\) (Q1356631)
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English | Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\) |
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Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\) (English)
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3 December 1997
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[For reviews of Part I, II and IV see Zbl 0811.93059, Zbl 0809.93060 and Zbl 0847.93062, respectively.] The authors study the structure of quadratic forms in a finite-dimensional nonlinear filter by estimation algebra. They prove that if the estimation algebra is finite-dimensional and of maximal rank, then the \(\Omega=(\partial f_j/\partial x_i-\partial f_i/\partial x_j)\) matrix, where \(f\) denotes the drift term, is a linear matrix in the sense that all the entries in \(\Omega\) are degree one polynomials. This theorem plays a fundamental role in the classification of finite-dimensional estimation algebra of maximal rank.
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finite-dimensional nonlinear filter
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estimation algebra
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