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On a new class of finite dimensional estimation algebras |
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| Authors: | Wing Shing Wong |
| Abstract: | We introduce a new class of solvable finite dimensional estimation algebras that contains both the linear and the Bene cases. The condition for finite dimensionality is expressed in terms of two matrices. They play an important role in understanding the structure of estimation algebras. |
| Keywords: | Nonlinear filters Lie algebras Finite dimensional estimation algebras |
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