FINITE DIMENSIONAL ESTIMATION ALGEBRAS WITH STATE DIMENSION 3 AND RANK 2, I: LINEAR STRUCTURE OF WONG MATRIX

被引：13

作者：

Shi, Ji ^{[1
]}

Yau, Stephen S. -T. ^{[1
]}

机构：

[1] Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2017年 / 55卷 / 06期

基金：

中国国家自然科学基金;

关键词：

finite dimensional filter; estimation algebra; nonlinear drift; nonmaximal rank; MITTER CONJECTURE; STRUCTURE THEOREM; NONLINEAR DRIFT; MAXIMAL RANK; CLASSIFICATION; FILTERS;

D O I：

10.1137/16M1065471

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper we study the structure of finite dimensional estimation algebras with state dimension 3 and rank 2 arising from a nonlinear filtering system by using the theories of the Euler operator and underdetermined partial differential equations. The structure of the Wong Omega-matrix is shown to be linear. The fundamental strategy we use in this paper to prove these results is to show that if they were not true, then infinite sequences could be constructed in the finite dimensional estimation algebra.

引用

页码：4227 / 4246

页数：20

共 29 条

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