The classification of low dimensional estimation algebras

In this paper we prove the Mitter (1979) conjecture that if the estimation algebra is finite dimensional with maximal rank, then all the observation terms h/sub 1/(x),/spl middot//spl middot//spl middot/,h/sub m/(x) are necessarily polynomials of degree at most one. We also continue the previous project and study the case for state space dimension at most 4. In particular we give a classification of all possible quadratic forms that can appear in the finite dimensional estimation algebras.<
>