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

DOI10.1137/S0363012993251316zbMATH Open0847.93062OpenAlexW1968152720MaRDI QIDQ4874947FDOQ4874947

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

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• 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

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)

Cited In (16)

• Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
• Finite dimensional filters with nonlinear drift. XI: Explicit solution of the generalized Kolmogorov equation in Brockett-Mitter program
• Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost
• 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. 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
• A note on estimation algebras on nonlinear filtering theory
• Title not available (Why is that?)
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• Mitter conjecture for low dimensional estimation algebras in non-linear filtering†
• Optimal filter realization for a class of nonlinear systems with finite- dimensional estimation algebra
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• Complete classification of finite-dimensional estimation algebras of maximal rank
• Mitter conjecture and structure theorem for six-dimensional estimation algebras
• Explicit solution of a Kolmogorov equation
• Structure theorem for five-dimensional estimation algebras

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