Finite-Dimensional Filters with Nonlinear Drift VII: Mitter Conjecture and Structure of $\eta$

DOI10.1137/S0363012994272836zbMath0908.93065OpenAlexW2047912374WikidataQ123147746 ScholiaQ123147746MaRDI QIDQ4377382

Jie Chen, Stephen Shing-Toung Yau

Publication date: 9 February 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994272836

zbMATH Keywords

finite-dimensional filtersestimation algebras

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Second-order elliptic equations (35J15) Solvable, nilpotent (super)algebras (17B30)

Related Items (5)

Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm ⋮ Mitter conjecture for low dimensional estimation algebras in non-linear filtering† ⋮ Complete classification of finite-dimensional estimation algebras of maximal rank ⋮ Structure theorem for five-dimensional estimation algebras ⋮ Mitter conjecture and structure theorem for six-dimensional estimation algebras

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