Particle Filtering on Riemannian Manifolds. Application to Covariance Matrices Tracking

DOI10.1007/978-3-642-30232-9_17zbMath1269.93123OpenAlexW2245742937MaRDI QIDQ5325907

Hichem Snoussi

Publication date: 31 July 2013

Published in: Matrix Information Geometry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-30232-9_17

zbMATH Keywords

Riemannian manifoldnonlinear dynamicsstate space modelsystem stateparticle filter methods

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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