Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture

In this paper we study the structure of finite dimensional estimation algebras with state dimension 3 and rank 2 arising from a nonlinear filtering system by using the theories of the Euler operator and underdetermined partial differential equations. The structure of the Wong $\Omega$-matrix is shown to be linear. The fundamental strategy we use in this paper to prove these results is to show that if they were not true, then infinite sequences could be constructed in the finite dimensional estimation algebra.

This paper considers general finite-dimensional estimation algebras associated with nonlinear filtering systems. General considerations and approaches toward the classification of finite-dimensional estimation algebras are proposed. Some structural results are obtained. The properties of Euler operator and the solutions to an underdetermined partial differential equation, which inevitably arise in an estimation algebra, are studied. These tools and techniques are applied to the study of finite-dimensional estimation algebras with state dimension $2$ to obtain a complete classification result. It is shown that a finite-dimensional estimation algebra with state dimension $2$ can only have dimension less than or equal to $6$. Moreover, the Mitter conjecture and the Levine conjecture hold for finite-dimensional estimation algebras with state dimension $2$.

R. W. Brockett (1983) proposed to classify all finite dimensional estimation algebras. An affirmative solution to Brockett's problem will allow construction of all possible finite dimensional recursive filters from the Lie algebraic point of view. The concept of an estimation algebra with maximal rank was introduced by L. F. Tam et al. (1990). This is the most important general subclass of estimation algebras. S. S.-T. Yau and W.L. Chiou (1991) have already classified all maximal rank finite dimensional estimation algebras with state space dimension at most 2. Here, the case for state space dimension 3 is studied. >

The authors present a new way to construct finite dimensional estimation algebra of nonmaximal rank. For a given finite dimensional estimation algebra E, one can construct a finite dimensional estimation algebra E' of nonmaximal rank which is isomorphic to E. The interesting fact is that even if E comes from a linear filtering system, there are arbitrary nonlinear filtering systems associated to E. Since every finite dimensional estimation algebra gives rise to a finite dimensional filter, we have constructed quite a large class of finite dimensional nonlinear filters.

Ever since Brockett, Clark and Mitter introduced the estimation algebra method, it becomes a powerful tool to classify the finite-dimensional filtering system. In this paper, we investigate finite-dimensional estimation algebra with non-maximal rank. The structure of Wong matrix Ω will be focused on since it plays a critical role in the classification of finite-dimensional estimation algebras. In this paper, we first consider general estimation algebra with non-maximal rank and determine the linear structure of the submatrix of Ω by using rank condition and property of Euler operator. In the second part, we proceed to consider the case of linear rank n−1 and prove the linear structure of Ω. Finally, we give the structure of finite-dimensional filters which implies the drift term must be a quadratic function plus a gradient of a smooth function.

Lie algebraic method in nonlinear filtering with state space dimension up to 6

Structure theorem for five-dimensional estimation algebras

On a new class of finite dimensional estimation algebras

Methods and results from the representation theory of finite di- mensional algebras have led to many interactions with other areas of mathe- matics. Such areas include the theory of Lie algebras and quantum groups, commutative algebra, algebraic geometry and topology, and in particular the new theory of cluster algebras. The aim of this workshop was to further de- velop such interactions and to stimulate progress in the representation theory of algebras.

This chapter is a brief introduction into the structure of algebras, mostly finite dimensional, over any field k. The main contents are the Wedderburn theorems for a finite dimensional algebras A over an algebraically closed field k. If A has no nilpotent ideals ≠ 0, then A is a finite product of total matrix algebras over k. In this case, the set d (A) of degrees of the total matrix algebras is a complete set of invariants of A. Thus, 13.7 two finite dimensional semiprime algebras A and B over k are isomorphic if and only if d (A) = d (B).

Of central importance in nonlinear filtering theory is the classification of finite-dimensional estimation algebras, through which we can construct recursive filters. We classify all t-dimensional estimation algebras, t/spl les/4, for arbitrary state space dimension.

We study the notion of the Killing form for Frobenius Lie algebras of dimension . The Killing form is a symmetric bilinear form on a finite dimensional Lie algebra over a field defined by where is denoted the trace and is an adjoint representation of . A Lie algebras is said to be semisimple if it has the nondegenerate Killing form. The research aims to consider the criterion for semisimplicity of Frobenius Lie algebras of dimension by using the Killing form. The results show that each Frobenius Lie algebra of dimension and is not semisimple since the the Killing form is degenerate or in other words, a determinant of a representation matrix of the Killing form is equal to zero. For the future research, it is still an open problem to consider the general formulas of the Killing form for higher dimensional Frobenius Lie algebra whether degenerate or nondegenerate such that the semisimplicity of a Lie algebra can be considered. We conjecture that each finite dimensional real Frobenius Lie algebra is not semisimple.

A Decomposition Theory for Differentiable Systems

We study Jordan-Lie inner ideals of finite dimensional associative algebras and the corresponding Lie algebras and prove that they admit Levi decompositions. Moreover, we classify Jordan-Lie inner ideals satisfying a certain minimality condition and show that they are generated by pairs of idempotents.

Let D(H) be the quantum double associated to a finite dimensional quasi-Hopf algebra H, as in Hausser and Nill ((Hausser, F., Nill, F. (1999a). Diagonal crossed products by duals of quasi-quantum groups. Rev. Math. Phys. 11:553–629) and (Hausser, F., Nill, F. (1999b). Doubles of quasi-quantum groups. Comm. Math. Phys. 199:547–589)). In this note, we first generalize a result of Majid (Majid, S. (1991). Doubles of quasitriangular Hopf algebras. Comm. Algebra 19:3061–3073) for Hopf algebras, and then prove that the quantum double of a finite dimensional quasitriangular quasi-Hopf algebra is a biproduct in the sense of Bulacu and Nauwelaerts (Bulacu, D., Nauwelaerts, E. (2002). Radford's biproduct for quasi-Hopf algebras and bosonization. J. Pure Appl. Algebra 179:1–42.).