SIAM Journal on Control and Optimization · 1991 · 53 citations · 6 references
Natural SciencesMathematicsAlgebraDynamical SystemsRepresentation TheoryDigital Signal ProcessingEstimation TheoryLinear AlgebraExact Linear AlgebraFilteringFiltering TheoryNonlinear Filtering
Estimation algebra turns out to be a crucial concept in the investigation of finite-dimensional nonlinear filters. In an earlier paper by the authors, a necessary and sufficient algebraic condition was derived for an exact estimation algebra to be finite-dimensional. In this paper, the investigation of the properties of finite-dimensional exact estimation algebras is continued, and some structure and partial classification theorems for such algebras are proved.
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