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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