Approximate nonlinear filtering by projection on exponential manifolds of densities

Damiano Brigo, B. H., & LeGland, F. (1999). Approximate nonlinear filtering by projection on exponential manifolds of densities.

Type

Unclassified

Intellectual base

Unclassified

Year

1999

DOI

10.2307/3318714

Link

https://doi.org/10.2307/3318714

Cited by

1 citation across 1 artifact.

Domain-specific

• Projection filters
  • … observable transfers from A Gaussian projection filter maps nonlinear density evolution onto the tangent space of the Gaussian family and updates mean and covariance parameters. to An estimator validates approximation error against particle methods and states metric, coordinate convention and closure family..

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