Extrinsic Mean of Brownian Distributions on Compact Lie Groups

DOI10.1109/TIT.2012.2185680zbMath1365.60003OpenAlexW2004812951WikidataQ115263280 ScholiaQ115263280MaRDI QIDQ5271889

Salem Said, Jonathan H. Manton

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2012.2185680

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (2)

Asymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold ⋮ Continuous-discrete extended Kalman filter on matrix Lie groups using concentrated Gaussian distributions

This page was built for publication: Extrinsic Mean of Brownian Distributions on Compact Lie Groups