Optimal projection filters with information geometry (Q6138810)
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scientific article; zbMATH DE number 7789565
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| English | Optimal projection filters with information geometry |
scientific article; zbMATH DE number 7789565 |
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Optimal projection filters with information geometry (English)
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16 January 2024
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stochastic partial differential equations
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stochastic differential equations
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SPDEs projection on a submanifold
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Stratonovich projection
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Itô-vector projection
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Itô-jet projection
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nonlinear filtering
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projection filters
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Stratonovich projection filters
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optimal projection filters
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