Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering

DOI10.1007/BF01211505MaRDI QIDQ1377586zbMATH OpenFDO

Authors M. Cohen de Lara

Publication date 26 January 1998

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01211505

zbMATH Keywords

finite dimensional filtersfinite-dimensional estimation algebra

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cites work

• Finite Dimensional Filters for a Class of Nonlinear Systems and Immersion in a Linear System
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• Finite-Dimensional Filters. Part I: The Wei--Norman Technique
• Finite-Dimensional Filters. Part II: Invariance Group Techniques
• Geometric and symmetry properties of a nondegenerate diffusion process
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• New classes of finite-dimensional nonlinear filters
• On a double Riemann–Hilbert approach to stimulated Raman scattering
• On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
• On the optimal filtering of diffusion processes
• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras

Cited in

(9)

• On a new class of finite dimensional estimation algebras
• On drift, diffusion and geometry
• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
• Mitter conjecture for low dimensional estimation algebras in non-linear filtering†
• scientific article; zbMATH DE number 1107179 (Why is no real title available?)
• Complete classification of finite-dimensional estimation algebras of maximal rank
• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
• The estimation Lie algebra associated with quantum filters
• Some finite dimensional filters derived from the structure theorem for five-dimensional estimation algebras

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