BIMSA > Seminar on Control Theory and Nonlinear Filtering Nonexistence of finite-dimensional estimation algebras on a Riemannian manifold
Nonexistence of finite-dimensional estimation algebras on a Riemannian manifold
Organizer
Shing Toung Yau
Speaker
Jia Yi Kang
Time
Wednesday, August 21, 2024 2:30 PM - 3:30 PM
Venue
Online
Abstract
In this report, I will present recent progress on the filtering problem for Riemannian manifolds. We have proven that the filtering problem on compact Riemannian manifolds does not admit a finite-dimensional estimation algebra, which implies that manifold-based filtering problems are inherently nonlinear. Furthermore, this conclusion suggests that the linearization approximations used in traditional algorithms may not be the optimal approach for addressing such problems!