Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters

DOI10.1007/978-3-319-25040-3_76zbMATH Open1396.93120OpenAlexW2255133681MaRDI QIDQ2807587FDOQ2807587

Authors: John Armstrong, Damiano Brigo 

Publication date: 25 May 2016

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://kclpure.kcl.ac.uk/portal/en/publications/stochastic-pde-projection-on-manifolds(b091317e-bc1c-4d36-b285-7a93b73a9a27).html

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cited In (7)

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
• Title not available (Why is that?)
• Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
• Stochastic filtering by projection: the example of the quadratic sensor
• Optimal approximation of SDEs on submanifolds: the Itô-vector and Itô-jet projections
• A novel high speed transport protocol based on explicit virtual load feedback
• On the nice behaviour of the Gaussian projection filter with small observation noise

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