On Filtering with Observation in a Manifold: Reduction to a Classical Filtering Problem

DOI10.1137/120887187zbMath1266.60074OpenAlexW2031290300MaRDI QIDQ4920278

Salem Said, Jonathan H. Manton

Publication date: 16 May 2013

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

Full work available at URL: https://doi.org/10.1137/120887187

zbMATH Keywords

elliptic diffusionstochastic filteringstochastic differential geometrypathwise constructionLe Jan-Watanabe connection

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes and stochastic analysis on manifolds (58J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (2)

Asymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold ⋮ Linear observed systems on groups

This page was built for publication: On Filtering with Observation in a Manifold: Reduction to a Classical Filtering Problem