A differential geometric approach to nonlinear filtering: The projection filter

IEEE Transactions on Automatic Control

Volumn 43, Issue 2, 1998, Pages 247-252

  Brigo, Damiano ^a   Hanzon, Bernard ^b   LeGland, François ^c  

^a Research and Risk Management   (Italy)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

^c CAMPUS DE BEAULIEU   (France)

Author keywords

Differential geometry and statistics; Exponential families; Finite dimensional filter; Nonlinear filtering; Projection filter

Indexed keywords

COMPUTER SIMULATION; FUNCTIONS; GEOMETRY; MATRIX ALGEBRA; PROBABILITY DENSITY FUNCTION; SET THEORY; STATISTICS; VECTORS;

FINITE DIMENSIONAL FILTER; NONLINEAR FILTERING; PROJECTION FILTER;

SIGNAL FILTERING AND PREDICTION;

EID: 0032002958     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.661075     Document Type: Article

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