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

DOI10.1080/00207170500107596MaRDI QIDQ5707969zbMATH OpenOpenAlexWikidataFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(15)

• Structure theorem for five-dimensional estimation algebras
• Maximal lexicographic spectra and ranks for states with fixed uniform margins
• Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
• Hessian matrix non-decomposition theorem and its application to nonlinear filtering
• Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems
• 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†
• New classes of finite dimensional filters with nonmaximal rank estimation algebra on state dimension \(n\) and linear rank \(n-2\)
• Finite-dimensional estimation algebra on arbitrary state dimension with nonmaximal rank: linear structure of Wong matrix
• Mitter conjecture and structure theorem for six-dimensional estimation algebras

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