SOME FINITE DIMENSIONAL FILTERS DERIVED FROM THE STRUCTURE THEOREM FOR FIVE-DIMENSIONAL ESTIMATION ALGEBRAS

作者：Chiou, Wen-Lin; Lin, Shaopu; Yau, Stephen S. -T.^*

来源：Asian Journal of Mathematics, 2015, 19(5): 793-810.

DOI：10.4310/AJM.2015.v19.n5.a1

• Finite dimensional filters
• Estimation algebras
• Duncan-Mortensen-Zakai equation

In this paper we apply the structure theorem for five-dimensional estimation algebras to construct a new class of five dimensional estimation algebras and hence a new class of finite dimensional filters.

• 出版日期2015-11
• 单位清华大学