Finite-Dimensional Filters with Nonlinear Drift VIII: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space Dimension 4

DOI10.1137/S0363012994273325zbMath0910.93080MaRDI QIDQ4377384

Jie Chen, Chi-Wah Leung, Stephen Shing-Toung Yau

Publication date: 9 February 1998

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

zbMATH Keywords

finite-dimensional filters; estimation algebras

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

35J15: Second-order elliptic equations

17B30: Solvable, nilpotent (super)algebras

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