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

DOI10.1007/978-3-319-25040-3_76MaRDI QIDQ2807587zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(7)

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
• Stochastic filtering by projection: the example of the quadratic sensor
• On the nice behaviour of the Gaussian projection filter with small observation noise
• Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
• 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
• scientific article; zbMATH DE number 1390211 (Why is no real title available?)

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