Optimal projection filters with information geometry
Itô-jet projectionItô-vector projectionnonlinear filteringoptimal projection filtersprojection filtersSPDEs projection on a submanifoldstochastic differential equationsstochastic partial differential equationsStratonovich projectionStratonovich projection filters
Jets in global analysis (58A20) Diffusion processes and stochastic analysis on manifolds (58J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and prediction (62M20) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Filtering in stochastic control theory (93E11)
- A differential geometric approach to nonlinear filtering: the projection filter
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- A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods
- An exponential quantum projection filter for open quantum systems
- An infinite-dimensional statistical manifold modelled on Hilbert space
- Approximate nonlinear filtering and its application in navigation
- Approximate nonlinear filtering by projection on exponential manifolds of densities
- Differential-geometrical methods in statistics
- Efficient noncausal noise reduction for deterministic time series
- Fundamentals of stochastic filtering
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- Information geometric nonlinear filtering
- Intrinsic stochastic differential equations as jets
- Itô stochastic differential equations as 2-jets
- New results on the Gaussian projection filter with small observation noise
- Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem
- Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
- On some filtering problems arising in mathematical finance
- On the nice behaviour of the Gaussian projection filter with small observation noise
- Optimal approximation of SDEs on submanifolds: the Itô-vector and Itô-jet projections
- Stochastic analysis on manifolds
- Stochastic calculus in manifolds. With an appendix by P.A. Meyer
- Stochastic models, estimation, and control. Vol. 2,3
- Stochastic processes and filtering theory
- The Geometry of Filtering
- Uncertainty estimation and prediction for interdisciplinary ocean dynamics
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