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The SMG-Yau-Yau Filter and Lossless Data Assimilation: Resolving Infinite Lie Algebras via Statistical Fiber Theory
Classical continuous-time non-linear filtering fails in generic non-linear state spaces due to an infinite Lie algebraic derivative explosion ($\dim(\mathcal{E}) = \infty$), leading to filter divergence. To resolve this four-decade crisis, we introduce the SMG-Yau-Yau filter and lossless data assimi
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