Hessian matrix non-decomposition theorem and its application to nonlinear filtering

DOI10.1016/J.NA.2023.113236OpenAlexW4321015293WikidataQ122958815 ScholiaQ122958815MaRDI QIDQ2693992FDOQ2693992

Authors: Wenhui Dong, Shanze Gao, Stephen Yau 

Publication date: 24 March 2023

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2023.113236

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zbMATH Keywords

estimation algebrafinite dimensional filtersHessian matrix non-decomposition theorem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Matrix Lie algebras (15B30)

Cites Work

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• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• Title not available (Why is that?)
• Hessian matrix non-decomposition theorem
• Classification of Estimation Algebras with State Dimension 2
• Complete classification of finite-dimensional estimation algebras of maximal rank
• Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture
• Finite dimensional estimation algebras with state dimension 3 and rank 2. I: Linear structure of Wong matrix
• Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture

Cited In (1)

• Nonlinear Doob-Meyer decomposition for general filtration

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