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

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Property / DOI: 10.1007/s00498-015-0154-1 / rank
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Property / Mathematics Subject Classification ID: 93E11 / rank
 
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Property / Mathematics Subject Classification ID: 93E10 / rank
 
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Property / Mathematics Subject Classification ID: 60H15 / rank
 
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direct \(L^2\) metric
Property / zbMATH Keywords: direct \(L^2\) metric / rank
 
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exponential families
Property / zbMATH Keywords: exponential families / rank
 
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finite-dimensional families of probability distributions
Property / zbMATH Keywords: finite-dimensional families of probability distributions / rank
 
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Fisher information
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Hellinger distance
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Levy metric
Property / zbMATH Keywords: Levy metric / rank
 
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mixture families
Property / zbMATH Keywords: mixture families / rank
 
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stochastic filtering
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Galerkin methods
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Latest revision as of 14:14, 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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