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The weyl algebra and finite dimensional filtering

 

作者: J. T. Stafford,  

 

期刊: Stochastics  (Taylor Available online 1984)
卷期: Volume 14, issue 1  

页码: 29-31

 

ISSN:0090-9491

 

年代: 1984

 

DOI:10.1080/17442508408833330

 

出版商: Gordon and Breach Science Publishers, Inc

 

数据来源: Taylor

 

摘要:

One of the main results of [2] shows that neither the Weyl algebra An, nor any (Lie Algebra) quotient of A can be realised as analytic vector fields on a finite dimensional manifold. In this note we give an elementary proof of this fact. This is related to the non-existence of finite dimensional recursive filters for certain problems in non-linear filtering theory, notably the cubic sensor problem (see [2,3 and 4]). The methods used here also show that the Weyl algebra has no sub-Lie algebra of finite codimension.

 

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