Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014): Difference between revisions

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Latest revision as of 13:14, 9 December 2024

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Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
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    Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (English)
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    26 April 2016
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    direct \(L^2\) metric
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    exponential families
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    finite-dimensional families of probability distributions
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    Fisher information
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    Hellinger distance
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    Levy metric
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    mixture families
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    stochastic filtering
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    Galerkin methods
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