Itô-vector projection filter for exponential families
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Cites work
- A differential geometric approach to nonlinear filtering: the projection filter
- A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods
- An introduction to sequential Monte Carlo
- Approximate nonlinear filtering and its application in navigation
- Approximate nonlinear filtering by projection on exponential manifolds of densities
- Differential-geometrical methods in statistics
- Dynamical equations for optimal nonlinear filtering
- Geometric Modeling in Probability and Statistics
- Geometric Numerical Integration
- scientific article; zbMATH DE number 44577 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 1055955 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
- Sparse grids
- Stability of regime-switching stochastic differential equations
- Tensor analysis. Spectral theory and special tensors
- Tensor eigenvalues and their applications
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