Asian Journal of Mathematics

Volume 19 (2015)

Number 5

Some finite dimensional filters derived from the structure theorem for five-dimensional estimation algebras

Pages: 793 – 810

DOI: https://dx.doi.org/10.4310/AJM.2015.v19.n5.a1

Authors

Wen-Lin Chiou (Department of Mathematics, Fu-Jen University, Taipei, Taiwan)

Shaopu Lin (Department of Mathematics, Fu-Jen University, Taipei, Taiwan)

Stephen S.-T. Yau (Department of Mathematical Sciences, Tsinghua University, Beijing, China)

Abstract

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.

Keywords

finite dimensional filters, estimation algebras, Duncan–Mortensen–Zakai equation

2010 Mathematics Subject Classification

17B30, 35J15, 58D25, 60G35, 93E11

Published 20 November 2015