Itô-vector projection filter for exponential families

DOI10.1016/j.rinam.2024.100492MaRDI QIDQ6618293

Muhammad F. Emzir

Publication date: 14 October 2024

Published in: Results in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

particle filteringstochastic filteringprojection filtersparse-grid integration

Mathematics Subject Classification ID

Statistics (62-XX) Stochastic analysis (60Hxx)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
• Approximate nonlinear filtering and its application in navigation
• Approximate nonlinear filtering by projection on exponential manifolds of densities
• Tensor eigenvalues and their applications
• Stability of regime-switching stochastic differential equations
• Differential-geometrical methods in statistics
• Dynamical equations for optimal nonlinear filtering
• A differential geometric approach to nonlinear filtering: the projection filter
• A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods
• An Introduction to Sequential Monte Carlo
• Geometric Modeling in Probability and Statistics
• Sparse grids
• Tensor Analysis
• Geometric Numerical Integration

This page was built for publication: Itô-vector projection filter for exponential families