Finite-dimensional filters with nonlinear drift .4. Classification of finite-dimensional estimation algebras of maximal rank with state-space dimension 3

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题名:	Finite-dimensional filters with nonlinear drift .4. Classification of finite-dimensional estimation algebras of maximal rank with state-space dimension 3
作者:	Chen,J;Yau,SST;Leung,CW
贡献者:	數學研究所
关键词:	THEOREMS
日期:	1996
上传时间:	2010-06-29 19:39:58 (UTC+8)
出版者:	中央大學
摘要:	The idea of using estimation algebras to construct finite-dimensional nonlinear filters was first proposed by Brockett and Mitter independently. It turns out that the concept of estimation algebra plays a crucial role in the investigation of finite-dimensional nonlinear filters. In his talk at the International Congress of Mathematics in 1983, Brockett proposed a classification of all finite-dimensional estimation algebras. Chiou and Yau classify all finite-dimensional estimation algebras of maximal rank with dimension of the state space less than or equal to two. In this paper we succeed in classifying all finite-dimensional estimation algebras of maximal rank with state-space dimension equal to three. Thus from the Lie algebraic point of view, we have now understood generically all finite dimensional filters with state-space dimension 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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