Finite-dimensional filters with nonlinear drift .13. Classification of finite-dimensional estimation algebras of maximal rank with state-space dimension

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/27991

Title:	Finite-dimensional filters with nonlinear drift .13. Classification of finite-dimensional estimation algebras of maximal rank with state-space dimension
Authors:	Chen,J;Yau,SST;Leung,CW
Contributors:	數學研究所
Keywords:	THEOREMS
Date:	1997
Issue Date:	2010-06-29 19:39:39 (UTC+8)
Publisher:	中央大學
Abstract:	The idea of using estimation algebra to construct finite-dimensional nonlinear filters was first proposed independently by Brockett and Mitter. Estimation algebra turns out to be a useful concept in the investigation of finite-dimensional nonlinear filters. In his talk at the International Congress of Mathematics in 1983, Brockett proposed classifying all finite-dimensional estimation algebras, Chiou and the present authors classify all finite-dimensional estimation algebras of maximal rank with dimension of the state space less than or equal to three. In this paper, we succeed in classifying all finite-dimensional estimation algebras of maximal rank with state-space dimension equal to four, In fact our method gives classification of all finite-dimensional algebras of maximal rank with state-space dimension equal to or less than four.
Relation:	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Appears in Collections:	[Graduate Institute of Mathematics] journal & Dissertation

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