Kálmán's filtering technique in structural equation modeling

Authors

  • Marianna BOLLA Budapest University of Technology and Economics, Institute of Mathematics, Muegyetem rkp. 3. Budapest 1111, Hungary, e-mail:  marib@math.bme.hu https://orcid.org/0000-0003-0134-8669
  • Fatma ABDELKHALEK Budapest University of Technology and Economics, Institute of Mathematics, Muegyetem rkp. 3. Budapest 1111, Hungary Also at Faculty of Commerce, Assiut University, Egypt e-mail: fatma@math.bme.hu https://orcid.org/0000-0002-1912-9619

DOI:

https://doi.org/10.24193/subbmath.2021.1.15

Keywords:

Structural equation modeling, linear dynamical systems, K´alm´an’s filtering, artificial intelligence, application to social sciences.

Abstract

The goal of this note is to present a new shorter proof for the maximal monotonicity of the Minkowski sum of two maximal monotone multi-valued operators defined in a reflexive Banach space under the classical interiority condition involving their domains.

Mathematics Subject Classification (2010): 47H05, 46N10.

References

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Kalman, R.E., A new approach to linear filtering and prediction problems, Trans. ASME J. Basic. Eng., 82D(1960), 35-45.

Kalman, R.E., Bucy, R.S., New results in linear filtering and prediction theory, Trans. Amer. Soc. Mech. Eng., J. Basic Eng., 83(1961), 95-108.

Kiiveri, H., Speed, T.P., Carlin, J.B., Recursive casual models, J. Aust. Math. Soc., 36(1984), 30-52.

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Wold, H., Partial least squares, In: ”Encyclopedia of Statistical Sciences”, (Kotz, S., Johnson, N. L., Ed), Wiley, New York, 6(1985), 581-591.

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Published

2021-03-30

How to Cite

BOLLA, M., & ABDELKHALEK, F. (2021). Kálmán’s filtering technique in structural equation modeling. Studia Universitatis Babeș-Bolyai Mathematica, 66(1), 179–196. https://doi.org/10.24193/subbmath.2021.1.15

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