%0 Journal Article %T Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering %+ CERGRENE (CERGRENE) %A de Lara, Michel %< avec comité de lecture %@ 0932-4194 %J Mathematics of Control, Signals, and Systems %I Springer Verlag %V 10 %N 3 %P 237 %8 1997 %D 1997 %Z Environmental SciencesJournal articles %X Finite-dimensional estimation Lie algebras play a crucial role in the study of finite-dimensional filters for partially observed stochastic process. When the dynamics noise is Gaussian we can characterize the so-called estimation Lie algebras with maximal rank in terms of the observation functions (necessarily affine) and the drift (necessarily a sum of a skew-symmetric linear term and a gradient vector field, with a functional relationship), under the assumption that the estimation algebra has one and only one operator of order greater or equal to two in any of its basis. %G English %L hal-00779573 %U https://enpc.hal.science/hal-00779573 %~ SDE %~ AGROPARISTECH %~ ENPC %~ ENGREF %~ PARISTECH %~ GIP-BE