Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014)
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scientific article; zbMATH DE number 6574038
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| English | Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric |
scientific article; zbMATH DE number 6574038 |
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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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0.9012823
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0.8989586
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0.89446217
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0.8755923
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0.87228763
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0.8698635
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0.86969167
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