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

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

Recommendations

• Hessian matrix non-decomposition theorem
• Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems
• Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• A survey of estimation algebras in application of nonlinear filtering problems

Cites work

• Algebraic and Geometric Methods in Nonlinear Filtering
• Classification of Estimation Algebras with State Dimension 2
• Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture
• Complete classification of finite-dimensional estimation algebras of maximal rank
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture
• Finite dimensional estimation algebras with state dimension 3 and rank 2. I: Linear structure of Wong matrix
• Finite-Dimensional Filters with Nonlinear Drift VIII: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space Dimension 4
• Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
• Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
• Hessian matrix non-decomposition theorem
• scientific article; zbMATH DE number 590906 (Why is no real title available?)
• scientific article; zbMATH DE number 2015391 (Why is no real title available?)
• scientific article; zbMATH DE number 3797633 (Why is no real title available?)
• New classes of finite dimensional filters with nonmaximal rank estimation algebra on state dimension \(n\) and linear rank \(n-2\)
• On a multiplicative functional transformation arising in nonlinear filtering theory
• On a Necessary and Sufficient Condition for Finite Dimensionality of Estimation Algebras
• On a new class of finite dimensional estimation algebras
• On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
• On the optimal filtering of diffusion processes
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
• Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
• The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one

Cited in

(2)

• Nonlinear Doob-Meyer decomposition for general filtration
• Hessian matrix non-decomposition theorem

This page was built for publication: Hessian matrix non-decomposition theorem and its application to nonlinear filtering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2693992)