Nonlinear filtering and information geometry: a Hilbert manifold approach

DOI10.1007/978-3-319-97798-0_7zbMath1414.62032OpenAlexW2898739177MaRDI QIDQ2417769

Nigel J. Newton

Publication date: 29 May 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-97798-0_7

zbMATH Keywords

nonlinear filteringinformation theoryinformation geometryquadratic variationFisher-Rao metricinfinite dimensionsBayes' formula

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Group structures and generalizations on infinite-dimensional manifolds (58B25) Statistical aspects of information-theoretic topics (62B10)

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