Abstract
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. >
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