scientific article; zbMATH DE number 3709344

MaRDI QIDQ3900768zbMATH OpenFDO

Authors Roger W. Brockett

Publication date 1981

zbMATH Keywords

Lie algebrasnonlinear systemsstochastic differential equationsstochastic filteringunnormalized conditional density equation

Mathematics Subject Classification ID

Controllability of vector fields on (C^infty) and real-analytic manifolds (57R27) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Realizations from input-output data (93B15) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03) Filtering in stochastic control theory (93E11)

Cited in

(5)

• Finite dimensional filters with nonlinear drift. XI: Explicit solution of the generalized Kolmogorov equation in Brockett-Mitter program
• Finite dimensional estimation algebras with state dimension 3 and rank 2. I: Linear structure of Wong matrix
• Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture
• Structure of finite dimensional exact estimation algebra on state dimension 3 and linear rank 2*
• Finite-dimensional estimation algebra on arbitrary state dimension with nonmaximal rank: linear structure of Wong matrix

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