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

DOI10.1016/J.NA.2023.113236MaRDI QIDQ2693992zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

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• Hessian matrix non-decomposition theorem
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• On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
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Cited in

(1)

• Nonlinear Doob-Meyer decomposition for general filtration

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