Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014): Difference between revisions
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Revision as of 23:59, 23 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric |
scientific article |
Statements
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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