Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras

DOI10.1137/0329047MaRDI QIDQ3358917zbMATH OpenOpenAlexFDO

Authors Rui-Tao Dong, Luen-Fai Tam, Wing Shing Wong, Stephen Yau

Publication date 1991

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

Full work available at URL https://doi.org/10.1137/0329047

zbMATH Keywords

finite-dimensional estimation algebrafinite-dimensional optimal filtersnonlinear filteringRiccati partial differential equationssolvable Lie algebra

Mathematics Subject Classification ID

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

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Cited in

(24)

• Some remarks on estimation algebras
• On a new class of finite dimensional estimation algebras
• Theorems on the structure of finite dimensional estimation algebras
• A note on estimation algebras on nonlinear filtering theory
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering
• Finite dimensional filters with non-linear drift IX Construction of finite dimensional estimation algebras of non-maximal rank
• Nonlinear filtering problems with finite-dimensional matrix estimation algebras
• Explicit solution of a Kolmogorov equation
• Structure theorem for five-dimensional estimation algebras
• Hessian matrix non-decomposition theorem and its application to nonlinear filtering
• Theory of equivalence systems for describing the algebraic closures of a generalized estimation model
• Classification of Estimation Algebras with State Dimension 2
• Mitter conjecture for low dimensional estimation algebras in non-linear filtering†
• scientific article; zbMATH DE number 1107179 (Why is no real title available?)
• Complete classification of finite-dimensional estimation algebras of maximal rank
• Finite dimensional estimation algebras with state dimension 3 and rank 2. I: Linear structure of Wong matrix
• 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
• Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture
• Algebraic closures of a generalized model of estimation algorithms
• Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
• Structure of finite dimensional exact estimation algebra on state dimension 3 and linear rank 2*
• Optimal filter realization for a class of nonlinear systems with finite- dimensional estimation algebra

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