Information geometric nonlinear filtering

DOI10.1142/S0219025715500149zbMath1317.93253arXiv1502.04638OpenAlexW3105277932MaRDI QIDQ5500470

Nigel J. Newton

Publication date: 6 August 2015

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.04638

zbMATH Keywords

nonlinear filteringinformation theoryinformation geometryquadratic variationFisher metric

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Measures of information, entropy (94A17)

Related Items (4)

Optimal projection filters with information geometry ⋮ Manifolds of differentiable densities ⋮ Rho-tau embedding and gauge freedom in information geometry ⋮ A class of non-parametric statistical manifolds modelled on Sobolev space

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