Filtering with Observations on a Riemannian Symmetric Space

DOI10.1137/0326036zbMath0648.93061OpenAlexW1992772648WikidataQ115247204 ScholiaQ115247204MaRDI QIDQ3794049

J. Szpirglas, Monique Pontier

Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0326036

zbMATH Keywords

symmetric spacefilteringreference probability methodfiltered martingale problem approach

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Differential geometry of symmetric spaces (53C35)

Related Items (1)

Nonlinear filtering with a symmetric space valued discontinuous observation

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