Title :
The classification of low dimensional estimation algebras
Author :
Chen, Jie ; Leung, Chi-Wah ; Yau, Stephen
Author_Institution :
Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA
Abstract :
In this paper we prove the Mitter (1979) conjecture that if the estimation algebra is finite dimensional with maximal rank, then all the observation terms h1(x),···,hm(x) are necessarily polynomials of degree at most one. We also continue the previous project and study the case for state space dimension at most 4. In particular we give a classification of all possible quadratic forms that can appear in the finite dimensional estimation algebras
Keywords :
algebra; estimation theory; classification; finite-dimensional maximal-rank algebra; low dimensional estimation algebras; polynomials; state space dimension; Algebra; Information filtering; Information filters; Mathematics; Nonlinear equations; Polynomials; Robustness; Signal processing; State-space methods; Telephony;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325053
