Approximate nonlinear filtering by projection on exponential manifolds of densities
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Publication:1301753
DOI10.2307/3318714zbMath0930.93074OpenAlexW2077991515MaRDI QIDQ1301753
Bernard Hanzon, Damiano Brigo, François Le Gland
Publication date: 31 January 2000
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1172617201
approximation of Kushner-Stratonovich filtering equationassumed density filterdifferential geometry and statisticsprojection filter
Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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