%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 comitÃ© 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