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Finite dimensional filters with non-linear drift IX Construction of finite dimensional estimation algebras of non-maximal rank

✍ Scribed by Amid Rasoulian; Stephen S.-T Yau

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
468 KB
Volume
30
Category
Article
ISSN
0167-6911

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✦ Synopsis

The idea of using estimation algebra to construct finite-dimensional nonlinear filters was first proposed by Brockett and Mitter independently. It has proven to be an invaluable tool in the study of nonlinear filtering problem. In 1983, Brockett proposed to classify all finite-dimensional estimation algebras. In this paper, we give the construction of finite-dimensional estimation algebras of non-maximal rank. These non-maximal rank finite-dimensional estimation algebras play an important role in Brockett's classification problem.

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