Filtrage non lineaire avec observation sur une variete

DOI10.1080/17442508508833352zbMath0569.60047OpenAlexW2095288523MaRDI QIDQ3685769

J. Szpirglas, Monique Pontier

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833352

zbMATH Keywords

differentiable manifoldcontinuous time filtering modelinnovation theorem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items

Filtering on manifolds ⋮ Approximation d'tun filtre avec observation sur une variete compacte ⋮ Asymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold

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• On stochastic horizontal lifts
• Estimation for rotational processes with one degree of freedom--Part I: Introduction and continuous-time processes
• Some filtering results in Riemann manifolds

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