Structure theorem for five-dimensional estimation algebras

DOI10.1016/j.sysconle.2005.08.003zbMath1129.93536MaRDI QIDQ2504658

Wen-Lin Chiou, Woei-Ren Chiueh, Stephen Shing-Toung Yau

Publication date: 25 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2005.08.003

zbMATH Keywords

nonlinear filter; estimation algebras; Kalman-bucy filter

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

60H30: Applications of stochastic analysis (to PDEs, etc.)

Related Items

Finite Dimensional Estimation Algebras with State Dimension 3 and rank 2, I: Linear Structure of Wong Matrix, Mitter conjecture and structure theorem for six-dimensional estimation algebras, Mitter conjecture for low dimensional estimation algebras in non-linear filtering†

Cites Work

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• Mitter conjecture for low dimensional estimation algebras in non-linear filtering†
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