Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems

DOI10.1137/S036301299833464XMaRDI QIDQ4507484zbMATH OpenOpenAlexFDO

Authors Shanjian Tang

Publication date 18 October 2000

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

Full work available at URL https://doi.org/10.1137/s036301299833464x

zbMATH Keywords

finite-dimensional filternonlinear driftarbitrary state-space dimensionestimation algebra of maximal rank

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Lie algebras and Lie superalgebras (17B99)

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Cited in

(7)

• Hessian matrix non-decomposition theorem and its application to nonlinear filtering
• scientific article; zbMATH DE number 2015391 (Why is no real title available?)
• Mitter conjecture for low dimensional estimation algebras in non-linear filtering†
• Specific optimal estimation of special Markov jump processes
• Mitter conjecture and structure theorem for six-dimensional estimation algebras
• A survey of estimation algebras in application of nonlinear filtering problems
• Structure theorem for five-dimensional estimation algebras

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