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

DOI10.1007/BF01211505zbMATH Open0889.93053MaRDI QIDQ1377586FDOQ1377586

Authors: M. Cohen de Lara 

Publication date: 26 January 1998

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

Recommendations

• On a new class of finite dimensional estimation algebras
• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
• Finite-Dimensional Filters with Nonlinear Drift VIII: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space Dimension 4
• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3

zbMATH Keywords

finite dimensional filtersfinite-dimensional estimation algebra

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

• On the optimal filtering of diffusion processes
• Geometric and symmetry properties of a nondegenerate diffusion process
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a double Riemann–Hilbert approach to stimulated Raman scattering
• New classes of finite-dimensional nonlinear filters
• On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
• Title not available (Why is that?)
• Finite Dimensional Filters for a Class of Nonlinear Systems and Immersion in a Linear System
• Finite-Dimensional Filters. Part I: The Wei--Norman Technique
• Finite-Dimensional Filters. Part II: Invariance Group Techniques

Cited In (7)

• On a new class of finite dimensional estimation algebras
• On drift, diffusion and geometry
• The estimation Lie algebra associated with quantum filters
• Some finite dimensional filters derived from the structure theorem for five-dimensional estimation algebras
• Mitter conjecture for low dimensional estimation algebras in non-linear filtering†
• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
• Complete classification of finite-dimensional estimation algebras of maximal rank

This page was built for publication: Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1377586)