Recent result on classification of finite dimensional maximal rank estimation algebras with state space dimension 3

Author

Yau, Stephen S T ; Leung, Chi-Wah

Author_Institution

Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA

fYear

1992

fDate

1992

Firstpage

2247

Abstract

R. W. Brockett (1983) proposed to classify all finite dimensional estimation algebras. An affirmative solution to Brockett´s problem will allow construction of all possible finite dimensional recursive filters from the Lie algebraic point of view. The concept of an estimation algebra with maximal rank was introduced by L. F. Tam et al. (1990). This is the most important general subclass of estimation algebras. S. S.-T. Yau and W.L. Chiou (1991) have already classified all maximal rank finite dimensional estimation algebras with state space dimension at most 2. Here, the case for state space dimension 3 is studied

Keywords

Lie algebras; estimation theory; filtering and prediction theory; state-space methods; Brockett´s problem; Lie algebra; finite dimensional maximal rank estimation algebras; finite dimensional recursive filters; state space dimension; Algebra; Computer science; Electronic mail; Filtering; Filters; Mathematics; Nonlinear filters; Polynomials; State estimation; State-space methods; Statistics;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1992., Proceedings of the 31st IEEE Conference on

Conference_Location

Tucson, AZ

Print_ISBN

0-7803-0872-7

Type

conf

DOI

10.1109/CDC.1992.371393

Filename

371393