Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3

DOI10.1137/S0363012993251316MaRDI QIDQ4874947zbMATH OpenOpenAlexFDO

Authors Jie Chen, Chih-Wah Leung, Stephen Yau

Publication date 11 June 1996

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

Full work available at URL https://doi.org/10.1137/s0363012993251316

zbMATH Keywords

estimation algebrafinite-dimensional nonlinear filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Solvable, nilpotent (super)algebras (17B30) Second-order elliptic equations (35J15)

Recommendations

• Finite-Dimensional Filters with Nonlinear Drift VIII: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space Dimension 4
• Finite-dimensional filters with nonlinear drift. XIII: Classification of finite-dimensional estimation algebras of maximal rank with state space dimension five
• Finite dimensional filters with non-linear drift IX Construction of finite dimensional estimation algebras of non-maximal rank
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• New classes of finite dimensional filters with nonmaximal rank estimation algebra on state dimension \(n\) and linear rank \(n-2\)
• The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one
• Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering

Cited in

(16)

• scientific article; zbMATH DE number 6148138 (Why is no real title available?)
• The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• Explicit solution of a Kolmogorov equation
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• Mitter conjecture for low dimensional estimation algebras in non-linear filtering†
• Finite dimensional filters with non-linear drift IX Construction of finite dimensional estimation algebras of non-maximal rank
• Finite-dimensional filters with nonlinear drift. XIII: Classification of finite-dimensional estimation algebras of maximal rank with state space dimension five
• Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost
• Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
• A note on estimation algebras on nonlinear filtering theory
• Complete classification of finite-dimensional estimation algebras of maximal rank
• Optimal filter realization for a class of nonlinear systems with finite- dimensional estimation algebra
• Mitter conjecture and structure theorem for six-dimensional estimation algebras
• Structure theorem for five-dimensional estimation algebras
• Finite dimensional filters with nonlinear drift. XI: Explicit solution of the generalized Kolmogorov equation in Brockett-Mitter program

This page was built for publication: Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4874947)