Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture

DOI10.1080/00207170500107596zbMATH Open1121.93068OpenAlexW2093688995WikidataQ123255796 ScholiaQ123255796MaRDI QIDQ5707969FDOQ5707969

Authors: Guoqing Hu, Stephen Yau 

Publication date: 25 November 2005

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170500107596

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Filtering formulae for partially observed linear systems with non-gaussian initial conditions
• On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
• Algebraic and Geometric Methods in Nonlinear Filtering
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)

Cited In (15)

• Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
• Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems
• Hessian matrix non-decomposition theorem and its application to nonlinear filtering
• Direct method for Yau filtering system with nonlinear observations
• Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture
• The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one
• Structure of finite dimensional exact estimation algebra on state dimension 3 and linear rank 2*
• Finite dimensional estimation algebras with state dimension 3 and rank 2. I: Linear structure of Wong matrix
• Classification of Estimation Algebras with State Dimension 2
• Mitter conjecture for low dimensional estimation algebras in non-linear filtering†
• Finite-dimensional estimation algebra on arbitrary state dimension with nonmaximal rank: linear structure of Wong matrix
• New classes of finite dimensional filters with nonmaximal rank estimation algebra on state dimension \(n\) and linear rank \(n-2\)
• Mitter conjecture and structure theorem for six-dimensional estimation algebras
• Maximal lexicographic spectra and ranks for states with fixed uniform margins
• Structure theorem for five-dimensional estimation algebras

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