Recursive nonlinear estimation: A geometric approach

DOI10.1016/0005-1098(90)90025-DMaRDI QIDQ750392zbMATH OpenOpenAlexFDO

Authors Rudolf Kulhavý

Publication date 1990

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(90)90025-d

zbMATH Keywords

Kullback-Leibler distanceapproximation theoryBayes statisticsRiemannian geometrynonlinear estimationrecursive algorithmssampled data systems

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Recommendations

• A bayes-closed approximation of recursive non-linear estimation
• Recursive nonlinear estimation: Geometry of a space of posterior densities
• scientific article; zbMATH DE number 4188995
• scientific article; zbMATH DE number 1182745
• Optimal estimation of nonlinear state nonlinear observation systems

Cites work

• scientific article; zbMATH DE number 3708924 (Why is no real title available?)
• scientific article; zbMATH DE number 3761167 (Why is no real title available?)
• scientific article; zbMATH DE number 3521121 (Why is no real title available?)
• scientific article; zbMATH DE number 4117658 (Why is no real title available?)
• scientific article; zbMATH DE number 4188995 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• A Survey of Some Results in Stochastic Adaptive Control
• A bayes-closed approximation of recursive non-linear estimation
• Bayesian system identification
• Differential-geometrical methods in statistics
• Digital synthesis of non-linear filters
• Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems
• Linear operator theory in engineering and science. Repr. of the 1971 orig., publ. by Holt, Rinehart \& Winston, Inc.
• On a general concept of forgetting
• On the development of practical nonlinear filters
• Statistical analysis of finite mixture distributions

Cited in

(9)

• scientific article; zbMATH DE number 671810 (Why is no real title available?)
• Optimal estimation of nonlinear state nonlinear observation systems
• Adaptive risk-sensitive filter for Markovian jump linear systems
• Recursive nonlinear estimation. A geometric approach
• scientific article; zbMATH DE number 3922503 (Why is no real title available?)
• Information geometric nonlinear filtering
• Recursive nonlinear estimation: Geometry of a space of posterior densities
• scientific article; zbMATH DE number 3968477 (Why is no real title available?)
• Approximate Bayesian recursive estimation

This page was built for publication: Recursive nonlinear estimation: A geometric approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q750392)