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    题名: Finite-dimensional filters with nonlinear drift .13. Classification of finite-dimensional estimation algebras of maximal rank with state-space dimension
    作者: Chen,J;Yau,SST;Leung,CW
    贡献者: 數學研究所
    关键词: THEOREMS
    日期: 1997
    上传时间: 2010-06-29 19:39:39 (UTC+8)
    出版者: 中央大學
    摘要: 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.
    關聯: SIAM JOURNAL ON CONTROL AND OPTIMIZATION
    显示于类别:[數學研究所] 期刊論文

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