Finite-dimensional filters with nonlinear drift. XIII: Classification of finite-dimensional estimation algebras of maximal rank with state space dimension five

DOI10.4310/AJM.2000.v4.n4.a11zbMath1169.93415MaRDI QIDQ5947043

Wen-Lin Chiou, Stephen Shing-Toung Yau, Guoqing Hu

Publication date: 9 April 2002

Published in: The Asian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/ajm.2000.v4.n4.a11

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

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